Experts has a new look! Let us know what you think of the updates.

Provide feedback
Home
Scholarly Works
A stochastic inequality for the largest order...
Journal article

A stochastic inequality for the largest order statistics from heterogeneous gamma variables

Abstract

In this paper, we compare the largest order statistics arising from independent heterogeneous gamma random variables based on the likelihood ratio order. Let X1,…,Xn be independent gamma random variables with Xi having shape parameter r∈(0,1] and scale parameter λi, i=1,…,n, and let Xn:n denote the corresponding largest order statistic. Let Yn:n denote the largest order statistic arising from independent and identically distributed gamma random …

Authors

Zhao P; Balakrishnan N

Journal

Journal of Multivariate Analysis, Vol. 129, , pp. 145–150

Publisher

Elsevier

Publication Date

August 2014

DOI

10.1016/j.jmva.2014.04.003

ISSN

0047-259X