STOCHASTIC ORDERING OF SUMS OF TWO INDEPENDENT EXPONENTIAL RANDOM VARIABLES
EUGEN PĂLTĂNEA
Faculty of Mathematics and Informatics, “Transilvania” University of Braşov, Iulia Maniu 50, Braşov 500091, Romania, email: epaltanea@unitbv.ro
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.