Farbod Roosta-Khorasani, Gabor J. Szekely
Published 2016-01-18Version 1
Sufficient conditions for comparing the convolutions of heterogeneous gamma random variables in terms of the usual stochastic order are established. Such comparisons are characterized by the Schur convexity properties of the cumulative distribution function of the convolutions. Some examples of the practical applications of our results are given.
Journal: Metrika 78(8):997-1014, 2015
Convolutions of long-tailed and subexponential distributions
Some Results on the Primary Order Preserving Properties of Stochastic Orders
Equivalence of the Hazard Rate and Usual Stochastic Orders for Parallel Systems
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