An inequality for the weighted sums of pairwise i. i. d. generalized Rayleigh random variables (Q5929939)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1587163
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An inequality for the weighted sums of pairwise i. i. d. generalized Rayleigh random variables |
scientific article; zbMATH DE number 1587163 |
Statements
An inequality for the weighted sums of pairwise i. i. d. generalized Rayleigh random variables (English)
0 references
17 April 2001
0 references
This note presents the following three interesting results: (1) Introducing a generalized Rayleigh distribution (GRD) and using a unified approach, the authors extend a Schur-concavity inequality for two independent variables having as distribution the GRD. (2) This result is then extended to \(n\) random variables which are pairwise independent and identically distributed by the same GRD. (3) An inequality for the generalized gamma distribution is also proved.
0 references
generalized Rayleigh distribution
0 references
weighted sums inequality
0 references
Schur-concave function
0 references
pairwise independence
0 references
stochastic order
0 references
0.896845817565918
0 references
0.8799483180046082
0 references
0.8368399739265442
0 references
0.8333953619003296
0 references
