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STOCHASTIC ORDERING OF SUMS OF TWO INDEPENDENT EXPONENTIAL RANDOM VARIABLES


EUGEN PĂLTĂNEA
Faculty of Mathematics and Informatics, “Transilvania” University of BraƟov, Iulia Maniu 50, BraƟov 500091, Romania, email: epaltanea@unitbv.ro

Issue:

SSRSMI, Number 2, Volume XIX

Section:

Volume 19, Number 2

Abstract:

In this paper, we formulate a necessary and sufficient condition for ranking in the convex order the sums of two independent exponential random variables. This characterization is added to a series of recent results in the field.

Keywords:

exponential random variables, convolution, Schur convexity, stochastic orders.

Code [ID]:

SSRSMI200902V19S01A0029 [0003141]

Full paper:

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