Schur properties of convolutions of gamma random variables
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Publication:889154
DOI10.1007/S00184-015-0537-9zbMATH Open1355.60027arXiv1601.04731OpenAlexW3103156352MaRDI QIDQ889154FDOQ889154
G. J. Székely, Farbod Roosta-Khorasani
Publication date: 6 November 2015
Published in: Metrika (Search for Journal in Brave)
Abstract: Sufficient conditions for comparing the convolutions of heterogeneous gamma random variables in terms of the usual stochastic order are established. Such comparisons are characterized by the Schur convexity properties of the cumulative distribution function of the convolutions. Some examples of the practical applications of our results are given.
Full work available at URL: https://arxiv.org/abs/1601.04731
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