Inequalities for Linear Combinations of Gamma Random Variables.

Abstract

This document studies the behavior of the tail probabilities of weighted averages of certain i.i.d. random variables as the weights are varied. We show that the upper and lower tails are smallest when all the weights are equal. Our results apply to exponential, chi-square, gamma and Weibull random variables.

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Document Details

Document Type
Technical Report
Publication Date
Sep 02, 1986
Accession Number
ADA172855

Entities

People

  • F. Huffer
  • M. E. Bock
  • Persi Diaconis

Organizations

  • Stanford University

Tags

Communities of Interest

  • Advanced Electronics

DTIC Thesaurus Topics

  • Cartesian Coordinates
  • Chi Square Test
  • Classification
  • Data Science
  • Distribution Functions
  • Inequalities
  • Integrals
  • Mathematics
  • Military Research
  • New York
  • Probability
  • Random Variables
  • Security
  • Statistics
  • United States
  • United States Government
  • Universities

Fields of Study

  • Mathematics

Readers

  • Statistical inference.