A review of stochastic comparison of exponential and geometric convolutions

Authors

  • Eugen Paltanea Transilvania University of Brasov, Romania

Keywords:

exponential random variables, geometric random variables, convolution, stochastic orders, majorization, p-larger order, reciprocal majorization

Abstract

In this paper, we stochastically compare two sums of independent heterogeneous exponential random variables. By grouping a series of recent results in the literature, we obtain nice equivalent relations. We also formulate similar results for the convolutions of heterogeneous geometric random variables.

Author Biography

Eugen Paltanea, Transilvania University of Brasov, Romania

Faculty of Mathematics and Informatics

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Published

2013-01-17

Issue

Vol. 5(54) No. 2 (2012)

Section

MATHEMATICS