An inequality for the weighted sums of pairwise i. i. d. generalized Rayleigh random variables (Q5929939)

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.