Some stochastic inequalities for weighted sums
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Publication:638767
DOI10.3150/10-BEJ302zbMath1225.60035arXiv0910.0544MaRDI QIDQ638767
Publication date: 14 September 2011
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0910.0544
tail probabilitygamma distributionWeibull distributionmajorizationlog-concavityusual stochastic orderweighted sumRayleigh distributionPrékopa-Leindler inequality
Related Items (12)
ON STOCHASTIC COMPARISONS OF ORDER STATISTICS FROM HETEROGENEOUS EXPONENTIAL SAMPLES ⋮ A Colonel Blotto Gladiator Game ⋮ Stochastic comparisons of weighted sums of arrangement increasing random variables ⋮ Schur properties of convolutions of gamma random variables ⋮ On the unique crossing conjecture of Diaconis and Perlman on convolutions of gamma random variables ⋮ Some inequalities of linear combinations of independent random variables. II ⋮ Functional characterizations of bivariate weak SAI with an application ⋮ Performance criteria and discrimination of extreme undersmoothing in nonparametric regression ⋮ ON ORDERINGS BETWEEN WEIGHTED SUMS OF RANDOM VARIABLES ⋮ Increasing convex order on generalized aggregation of SAI random variables with applications ⋮ Some Inequalities of Linear Combinations of Independent Random Variables. I. ⋮ On the increasing convex order of generalized aggregation of dependent random variables
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