Peakedness for weighted sums of symmetric random variables

DOI10.1016/j.jspi.2010.11.023zbMath1207.62029OpenAlexW1978905593MaRDI QIDQ629102

Hon Keung Tony Ng, Peng Zhao, Ping Shing Chan

Publication date: 8 March 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.11.023

zbMATH Keywords

likelihood ratio ordermajorizationpeakednessweighted sum\(p\)-larger order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory of statistical distributions (62E10)

Related Items (7)

A new proof for the peakedness of linear combinations of random variables ⋮ Some inequalities of linear combinations of independent random variables. II ⋮ Functional characterizations of bivariate weak SAI with an application ⋮ ON ORDERINGS BETWEEN WEIGHTED SUMS OF RANDOM VARIABLES ⋮ Increasing convex order on generalized aggregation of SAI random variables with applications ⋮ Some Inequalities of Linear Combinations of Independent Random Variables. I. ⋮ On the increasing convex order of generalized aggregation of dependent random variables

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