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Article
The Tail Behavior of the Convolutions of Gamma Random Variables
Journal of Statistical Planning and Inference (2010)
  • Subhash Kochar, Portland State University
  • Maochao Xu, Illinois State University
Abstract

Two sufficient conditions for comparing convolutions of heterogeneous gamma random variables in terms of star order are established. It is further shown that if the scale parameters of heterogeneous gamma random variables are more dispersed in the sense of majorization, then the convolutions are more dispersed according to the right spread order, which generalizes and strengthens the results in Diaconis and Perlman (1987), Kochar and Xu (2010) and Zhao and Balakrishnan (2009).

Disciplines
Publication Date
June, 2010
Citation Information
Subhash Kochar and Maochao Xu. "The Tail Behavior of the Convolutions of Gamma Random Variables" Journal of Statistical Planning and Inference Vol. 141 Iss. 1 (2010)
Available at: http://works.bepress.com/subhash_kochar/20/