On the right spread order of convolutions of heterogeneous exponential random variables
From MaRDI portal
Publication:1041072
DOI10.1016/j.jmva.2009.07.001zbMath1177.60024MaRDI QIDQ1041072
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
convolution; exponential distribution; Lorenz order; skewness; majorization; excess wealth order; NBUE order
60E15: Inequalities; stochastic orderings
62H20: Measures of association (correlation, canonical correlation, etc.)
62G30: Order statistics; empirical distribution functions
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