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

zbMATH Open0977.60012MaRDI QIDQ2736773FDOQ2736773

Authors: Paweł Hitczenko 

Publication date: 11 September 2001

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

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zbMATH Keywords

tail probabilityweighted sumRayleigh distribution

Mathematics Subject Classification ID

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

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
• Title not available (Why is that?)
• Stochastic inequalities for weighted sum of two random variables independently and identically distributed as exponential
• On linear combination of generalized logistic random variables with an application to financial returns
• Some stochastic inequalities for weighted sums
• 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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