Journal article
Likelihood ratio ordering of convolutions of heterogeneous exponential and geometric random variables
Abstract
In this paper, we study the convolutions of heterogeneous exponential and geometric random variables in terms of the weakly majorization order (⪰w) of parameter vectors and the likelihood ratio order (≥lr). It is proved that ⪰w order between two parameter vectors implies ≥lr order between convolutions of two heterogeneous exponential (geometric) samples. For the two-dimensional case, it is found that there exist stronger equivalent …
Authors
Zhao P; Balakrishnan N
Journal
Statistics & Probability Letters, Vol. 79, No. 15, pp. 1717–1723
Publisher
Elsevier
Publication Date
August 2009
DOI
10.1016/j.spl.2009.04.015
ISSN
0167-7152