The tail behavior of the convolutions of Gamma random variables

DOI10.1016/j.jspi.2010.06.019zbMath1203.62013MaRDI QIDQ710804

Maochao Xu, Subhash C. Kochar

Publication date: 22 October 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.06.019

zbMATH Keywords

convolution; skewness; majorization; right spread order; dispersive order; star order

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

62E15: Exact distribution theory in statistics

62G32: Statistics of extreme values; tail inference

62N05: Reliability and life testing

Related Items

Increasing convex order on generalized aggregation of SAI random variables with applications, SOME UNIFIED RESULTS ON COMPARING LINEAR COMBINATIONS OF INDEPENDENT GAMMA RANDOM VARIABLES, ON ORDERINGS BETWEEN WEIGHTED SUMS OF RANDOM VARIABLES, ITERATED FAILURE RATE MONOTONICITY AND ORDERING RELATIONS WITHIN GAMMA AND WEIBULL DISTRIBUTIONS, ON SKEWNESS AND DISPERSION AMONG CONVOLUTIONS OF INDEPENDENT GAMMA RANDOM VARIABLES, Star-shaped order for distributions characterized by several parameters and some applications, Functional characterizations of bivariate weak SAI with an application, On testing more IFRA ordering, Some new results on convolutions of heterogeneous gamma random variables, On the mean residual life order of convolutions of independent uniform 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, Ordering Properties of Convolutions from Heterogeneous Populations: A Review on Some Recent Developments, On the Convolution of Heterogeneous Bernoulli Random Variables

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Comparing tail variabilities of risks by means of the excess wealth order
• Stochastic orders
• On a multivariate gamma distribution
• Mean residual life order of convolutions of heterogeneous exponential random variables
• On the right spread order of convolutions of heterogeneous exponential random variables
• Dispersive ordering of convolutions of exponential random variables
• Ordering properties of convolutions of exponential random variables
• Schur properties of convolutions of exponential and geometric random variables
• On stochastic orders for sums of independent random variables
• Life distributions. Structure of nonparametric, semiparametric, and parametric families.
• Stochastic Ordering of Exponential Family Distributions and Their Mixturesxk
• Tail Variance Premium with Applications for Elliptical Portfolio of Risks
• Inequalities for linear combinations of gamma random variables
• On extensions of dmrl and related partial orderings of life distributions
• On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
• On the quantiles of the gamma and F distributions
• Partial Orderings of Distributions Based on Right-Spread Functions
• The total time on test transform and the excess wealth stochastic orders of distributions
• Two Variability Orders
• Inequalities: theory of majorization and its applications