Some new results on convolutions of heterogeneous gamma random variables. (English) Zbl 1219.60017
Various stochastic orderings of convolutions of heterogeneous gamma random variables are studied when parameters vectors are defined in terms of the majorzization order. The presented results strengthen and generalize those known in the literature.
Reviewer: Jaroslaw Bartoszewicz (Wrocław)
MSC:
| 60E15 | Inequalities; stochastic orderings |
| 60K10 | Applications of renewal theory (reliability, demand theory, etc.) |
Keywords:
likelihood ratio order; dispersive order; hazard rate order; star order; right spread order; mean residual life order; majorization; \(p\)-larger order; reciprocal majorization order; gamma convolutionReferences:
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