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
    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.

Cuvinte cheie

exponential random variables convolution Schur convexity stochastic orders