{ "id": "1601.04731", "version": "v1", "published": "2016-01-18T21:40:23.000Z", "updated": "2016-01-18T21:40:23.000Z", "title": "Schur properties of convolutions of gamma random variables", "authors": [ "Farbod Roosta-Khorasani", "Gabor J. Szekely" ], "journal": "Metrika 78(8):997-1014, 2015", "doi": "10.1007/s00184-015-0537-9", "categories": [ "math.PR", "math.ST", "stat.TH" ], "abstract": "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.", "revisions": [ { "version": "v1", "updated": "2016-01-18T21:40:23.000Z" } ], "analyses": { "subjects": [ "60E15", "62E99" ], "keywords": [ "schur properties", "convolutions", "schur convexity properties", "heterogeneous gamma random variables", "usual stochastic order" ], "tags": [ "journal article" ], "publication": { "publisher": "Springer" }, "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }