On an inequality of Karlin and Rinott concerning weighted sums of i.i.d. random variables
From MaRDI portal
Publication:3603205
DOI10.1239/AAP/1231340171zbMATH Open1369.60007arXiv0909.4126OpenAlexW2000249393MaRDI QIDQ3603205FDOQ3603205
Publication date: 16 February 2009
Published in: Advances in Applied Probability (Search for Journal in Brave)
Abstract: We present an entropy comparison result concerning weighted sums of independent and identically distributed random variables.
Full work available at URL: https://arxiv.org/abs/0909.4126
Recommendations
- An inequality for the weighted sums of pairwise i. i. d. generalized Rayleigh random variables
- On the almost sure convergence of weighted sums of i.i.d. random variables
- Some stochastic inequalities for weighted sums
- A Skorohod representation and an invariance principle for sums of weighted i.i.d. random variables
- A note on convergence of weighted sums of random variables
- Exponential inequalities for weighted sums of bounded random variables
- On inequalities for sums of bounded random variables
- RELATIVE INTEGRAL BASES OVER A RAY CLASS FIELD
Inequalities; stochastic orderings (60E15) Measures of information, entropy (94A17) Sums of independent random variables; random walks (60G50)
Cites Work
- Title not available (Why is that?)
- Inequalities: theory of majorization and its applications
- Title not available (Why is that?)
- Entropy inequalities for classes of probability distributions I. The univariate case
- Phase-type distributions and majorization
- Convex orders for linear combinations of random variables
- Inequalities for linear combinations of gamma random variables
- Title not available (Why is that?)
- Lorenz ordering of means and medians
- An inequality for convex functions involving majorization
- Random Quotients and the Behrens-Fisher Problem
Cited In (12)
- A discrete complement of Lyapunov's inequality and its information theoretic consequences
- Gaussian mixtures: entropy and geometric inequalities
- Ranking Forecasts by Stochastic Error Distance, Information and Reliability Measures
- 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
- Entropies of sums of independent gamma random variables
- 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
- Some stochastic inequalities for weighted sums
- Some new results on convolutions of heterogeneous gamma random variables
This page was built for publication: On an inequality of Karlin and Rinott concerning weighted sums of i.i.d. random variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3603205)
