Journal article
Ordering properties of convolutions of heterogeneous Erlang and Pascal random variables
Abstract
In this paper, we study ordering properties of convolutions of heterogeneous Erlang and Pascal random variables in terms of the majorization order [p-larger order, reciprocal majorization order] of parameter vectors and the likelihood ratio order [hazard rate order, mean residual life order]. We establish, among other things, that weak majorization order [p-larger order, reciprocal majorization order] between scale parameter vectors and …
Authors
Zhao P; Balakrishnan N
Journal
Statistics & Probability Letters, Vol. 80, No. 11-12, pp. 969–974
Publisher
Elsevier
Publication Date
6 2010
DOI
10.1016/j.spl.2010.02.010
ISSN
0167-7152