A note on a distribution of weighted sums of i. i. d. Rayleigh random variables

MaRDI QIDQ2736773zbMATH OpenFDO

Authors Paweł Hitczenko

Publication date 11 September 2001

Published in Sankhyā. Series A. Methods and Techniques (Search for Journal in Brave)

zbMATH Keywords

tail probabilityweighted sumRayleigh distribution

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50)

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Cited in

(10)

• On an inequality for the Rayleigh distribution
• Stochastic inequalities for the weighted sums of pairwise i. i. d. generalized gamma random variables
• On the linear combination of normal and Laplace random variables
• Normal and logistic random variables: Distribution of the linear combination
• scientific article; zbMATH DE number 6387455 (Why is no real title available?)
• Stochastic inequalities for weighted sum of two random variables independently and identically distributed as exponential
• Some stochastic inequalities for weighted sums
• On linear combination of generalized logistic random variables with an application to financial returns
• An inequality for the weighted sums of pairwise i. i. d. generalized Rayleigh random variables
• On the linear combination, product and ratio of normal and Laplace random variables

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