An inequality for the weighted sums of pairwise i. i. d. generalized Rayleigh random variables
From MaRDI portal
Publication:5929939
DOI10.1016/S0378-3758(00)00149-XzbMath0974.60004OpenAlexW2057236663MaRDI QIDQ5929939
Publication date: 17 April 2001
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-3758(00)00149-x
stochastic ordergeneralized Rayleigh distributionpairwise independenceSchur-concave functionweighted sums inequality
Related Items (15)
On the linear combination of normal and Laplace random variables ⋮ On linear combination of generalized logistic random variables with an application to financial returns ⋮ Some inequalities of linear combinations of independent random variables. II ⋮ Some stochastic inequalities for weighted sums ⋮ Exact distribution of the linear combination ofpGumbel random variables ⋮ On the linear combination of exponential and gamma random variables ⋮ Functional characterizations of bivariate weak SAI with an application ⋮ Sum, product and ratio of Pareto and gamma variables ⋮ On the likelihood ratio order for convolutions of independent generalized Rayleigh random variables ⋮ On the linear combination, product and ratio of normal and Laplace random variables ⋮ ON ORDERINGS BETWEEN WEIGHTED SUMS OF RANDOM VARIABLES ⋮ On the Linear Combination of Laplace and Logistic Random Variables ⋮ Increasing convex order on generalized aggregation of SAI random variables with applications ⋮ ON THE LINEAR COMBINATION OF LAPLACE RANDOM VARIABLES ⋮ Normal and logistic random variables: Distribution of the linear combination
Cites Work
This page was built for publication: An inequality for the weighted sums of pairwise i. i. d. generalized Rayleigh random variables