Stochastic inequalities for the weighted sums of pairwise i. i. d. generalized gamma random variables
The present mathematical note extends some of the author's earlier work as well as other closely related results in the literature. The main result in the article may be stated as follows: Let \(X_1\) and \(X_2\) be two (easily extendible to \(n)\) pairwise independent, identically distributed random variables having as common distribution the generalized gamma distribution \(G_{p,q}\) with the density function NEWLINE\[NEWLINEg_{p,q}(x)= {p\over\Gamma (p/q)}x^{q-1} \exp (-x^p), \quad x>0,\text{ with }p,\;q>0. \tag{1}NEWLINE\]NEWLINE The paper proves that for \(t>0\) the function NEWLINE\[NEWLINEf_t(a_1,a_2)= P(\sqrt{a_1} X_1+\sqrt {a_2}X_2\geq t),\quad a_1\geq a_2\geq 0, \tag{2}NEWLINE\]NEWLINE is Schur-concave on the set \(D_+=\{(a_1,a_2)\mid a_1 \geq a_2\geq 0\}\). This represents extensions of previous similar results on generalized Rayleigh distribution \(G_{2,q}\) and Weibull distribution \(G_{p,p}\). An inequality for the double generalized gamma distribution is also given.
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- scientific article; zbMATH DE number 218854
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- scientific article; zbMATH DE number 218854 (Why is no real title available?)
- An inequality for the weighted sums of pairwise i. i. d. generalized Rayleigh random variables
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