Some new results on convolutions of heterogeneous gamma random variables |
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Authors: | Peng Zhao |
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Institution: | School of Mathematics and Statistics, Lanzhou University, Lanzhou 730000, China |
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Abstract: | Convolutions of independent random variables often arise in a natural way in many applied areas. In this paper, we study various stochastic orderings of convolutions of heterogeneous gamma random variables in terms of the majorization order p-larger order, reciprocal majorization order] of parameter vectors and the likelihood ratio order dispersive order, hazard rate order, star order, right spread order, mean residual life order] between convolutions of two heterogeneous gamma sets of variables wherein they have both differing scale parameters and differing shape parameters. The results established in this paper strengthen and generalize those known in the literature. |
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Keywords: | primary 60E15 secondary 60K10 |
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