Dispersive ordering among linear combinations of uniform random variables (Q5956232)
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scientific article; zbMATH DE number 1708941
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dispersive ordering among linear combinations of uniform random variables |
scientific article; zbMATH DE number 1708941 |
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Dispersive ordering among linear combinations of uniform random variables (English)
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5 May 2003
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The authors obtain conditions under which two linear combinations of uniform (0,1) random variables can be compared in the dispersive, and in the hazard rate, stochastic orders. The main result in this paper is slightly stronger than a result of \textit{R. M. Korwar} [J. Multivariate Anal. 80, No.~2, 344-357 (2002; Zbl 0992.62010)].
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