On orderings between weighted sums of random variables

DOI10.1017/S0269964812000319MaRDI QIDQ4929139zbMATH OpenOpenAlexFDO

Authors Tiantian Mao, Xiaoqing Pan, Taizhong Hu

Publication date 13 June 2013

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0269964812000319

zbMATH Keywords

hazard ratio orderlikelihood ratio orderstochastic orderings

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Recommendations

• Convex orders for linear combinations of random variables
• A stochastic ordering of partial sums of independent random variables and of some random processes
• Some stochastic inequalities for weighted sums
• Ordered random variables
• Dispersive ordering among linear combinations of uniform random variables

Cites work

• An inequality for the weighted sums of pairwise i. i. d. generalized Rayleigh random variables
• Comparison methods for stochastic models and risks
• Convex orders for linear combinations of random variables
• Extension of the bivariate characterization for stochastic orders
• Inequalities for linear combinations of gamma random variables
• Inequalities: theory of majorization and its applications
• On skewness and dispersion among convolutions of independent gamma random variables
• On stochastic orders for sums of independent random variables
• On the linear combination of exponential and gamma random variables
• On the right spread order of convolutions of heterogeneous exponential random variables
• Peakedness for weighted sums of symmetric random variables
• Peakedness of Distributions of Convex Combinations
• Some Inequalities of Linear Combinations of Independent Random Variables. I.
• Some Majorization Inequalities in Multivariate Statistical Analysis
• Some new results on convolutions of heterogeneous gamma random variables
• Some stochastic inequalities for weighted sums
• Stochastic comparisons of capital allocations with applications
• Stochastic orders
• The tail behavior of the convolutions of Gamma random variables

Cited in

(9)

• Some inequalities of linear combinations of independent random variables. II
• scientific article; zbMATH DE number 5769798 (Why is no real title available?)
• Increasing convex order on generalized aggregation of SAI random variables with applications
• Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications
• Some unified results on comparing linear combinations of independent gamma random variables
• Functional characterizations of bivariate weak SAI with an application
• Ordering properties of generalized aggregation with applications
• On the increasing convex order of generalized aggregation of dependent random variables
• Stochastic comparisons of weighted sums of arrangement increasing random variables

This page was built for publication: On orderings between weighted sums of random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4929139)