On an inequality of Karlin and Rinott concerning weighted sums of i.i.d. random variables

DOI10.1239/AAP/1231340171MaRDI QIDQ3603205zbMATH OpenOpenAlexFDO

Authors Yaming Yu

Publication date 16 February 2009

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0909.4126

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50) Measures of information, entropy (94A17)

Abstract: We present an entropy comparison result concerning weighted sums of independent and identically distributed random variables.

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Cites work

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Cited in

(13)

• Gaussian mixtures: entropy and geometric inequalities
• A note on a distribution of weighted sums of i. i. d. Rayleigh random variables
• A Colonel Blotto gladiator game
• Ordering convolutions of heterogeneous exponential and geometric distributions revisited
• On the inclusion probabilities in some unequal probability sampling plans without replacement
• Relative log-concavity and a pair of triangle inequalities
• Importance of components for a system
• Ranking Forecasts by Stochastic Error Distance, Information and Reliability Measures
• A discrete complement of Lyapunov's inequality and its information theoretic consequences
• Entropies of sums of independent gamma random variables
• Some stochastic inequalities for weighted sums
• Log-concavity and relative log-concave ordering of compound distributions
• Some new results on convolutions of heterogeneous gamma random variables

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