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Mean residual life order of convolutions of...
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