Journal article
Mean residual life order of convolutions of heterogeneous exponential random variables
Abstract
In this paper, we study convolutions of heterogeneous exponential random variables with respect to the mean residual life order. By introducing a new partial order (reciprocal majorization order), we prove that this order between two parameter vectors implies the mean residual life order between convolutions of two heterogeneous exponential samples. For the 2-dimensional case, it is shown that there exists a stronger equivalence. We discuss, in …
Authors
Zhao P; Balakrishnan N
Journal
Journal of Multivariate Analysis, Vol. 100, No. 8, pp. 1792–1801
Publisher
Elsevier
Publication Date
September 2009
DOI
10.1016/j.jmva.2009.02.009
ISSN
0047-259X