Likelihood ratio ordering of convolutions of heterogeneous exponential and geometric random variables

DOI10.1016/J.SPL.2009.04.015MaRDI QIDQ2270871zbMATH OpenOpenAlexFDO

Authors Peng Zhao, Narayanaswamy Balakrishnan

Publication date 29 July 2009

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2009.04.015

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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Cites work

• scientific article; zbMATH DE number 5769799 (Why is no real title available?)
• scientific article; zbMATH DE number 1250155 (Why is no real title available?)
• Comparison methods for stochastic models and risks
• Convolution of geometrics and a reliability problem
• Dispersive ordering of convolutions of exponential random variables
• Inequalities: theory of majorization and its applications
• Likelihood ratio order of the second order statistic from independent heterogeneous exponential random variables
• On stochastic orders for sums of independent random variables
• Ordering properties of convolutions of exponential random variables
• Schur properties of convolutions of exponential and geometric random variables
• Stochastic orders

Cited in

(16)

• Some stochastic inequalities for weighted sums
• Ordering Properties of Convolutions from Heterogeneous Populations: A Review on Some Recent Developments
• On the likelihood ratio order for convolutions of independent generalized Rayleigh random variables
• Stochastic orders of the sums of two exponential random variables
• Stochastic comparisons for allocations of policy limits and deductibles with applications
• On the convolution of heterogeneous Bernoulli random variables
• Likelihood ratio order of the second order statistic from independent heterogeneous exponential random variables
• Mean residual life order of convolutions of heterogeneous exponential random variables
• Ordering properties of convolutions of heterogeneous Erlang and Pascal random variables
• On maximum order statistics from heterogeneous geometric variables
• Some new results on convolutions of heterogeneous gamma random variables
• Ordering convolutions of heterogeneous exponential and geometric distributions revisited
• On the comparison in mean residual life order of the convolutions of geometric random variables
• A review of stochastic comparison of exponential and geometric convolutions
• COMMENTS ON THE SURVEY BY BALAKRISHNAN AND ZHAO
• On the unique crossing conjecture of Diaconis and Perlman on convolutions of gamma random variables

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