On the right spread order of convolutions of heterogeneous exponential random variables

DOI10.1016/j.jmva.2009.07.001zbMath1177.60024OpenAlexW2041358051MaRDI QIDQ1041072

Subhash C. Kochar, Maochao Xu

Publication date: 27 November 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2009.07.001

zbMATH Keywords

convolutionexponential distributionLorenz orderskewnessmajorizationexcess wealth orderNBUE order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Measures of association (correlation, canonical correlation, etc.) (62H20) Order statistics; empirical distribution functions (62G30)

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