A new proof for the peakedness of linear combinations of random variables

DOI10.1016/J.SPL.2016.03.012MaRDI QIDQ277283zbMATH OpenOpenAlexFDO

Authors Shan Ju, Xiaoqing Pan

Publication date 4 May 2016

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

Full work available at URL https://doi.org/10.1016/j.spl.2016.03.012

zbMATH Keywords

majorizationlog-concavitypeakednessSchur-concaveSchur-convexstochastically arrangement increasing

Mathematics Subject Classification ID

Reliability and life testing (62N05) Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

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Cites work

• scientific article; zbMATH DE number 3864304 (Why is no real title available?)
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• Comparison methods for stochastic models and risks
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• Inequalities: theory of majorization and its applications
• Multivariate arrangement increasing functions with applications in probability and statistics
• Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks
• On Random Variables with Comparable Peakedness
• On peakedness of distributions of convex combinations.
• Peakedness for weighted sums of symmetric random variables
• Peakedness of Distributions of Convex Combinations
• Some Inequalities of Linear Combinations of Independent Random Variables. I.
• Some inequalities of linear combinations of independent random variables. II
• Some new notions of dependence with applications in optimal allocation problems
• Some recent developments on majorization inequalities in probability and statistics
• Stochastic comparisons of weighted sums of arrangement increasing random variables
• Stochastic orders

Cited in

(1)

• Peakedness for weighted sums of symmetric random variables

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