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Likelihood ratio ordering of convolutions of...
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