Stochastic Comparison of Sums, Using Majorization.
Abstract
Stochastic comparisons of sums of random variables are obtained. The random variables come from two types of families of distributions: (1) Families which have proportional hazard functions; and, (2) Families which are obtained by transforming random variables from a semi-group family by means of a convex function. The key tools used are majorization and the theory of Schur functions. Sample applications are presented for the exponential, Weibull, and normal families.
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1974
- Accession Number
- ADA003208
Entities
People
- Frank Proschan
- Jayaram Sethuraman
Organizations
- Florida State University