Published In
Probability in the Engineering and Informational Sciences
Document Type
Article
Publication Date
7-1-2012
Subjects
Stochastic analysis, Mathematical statistics, Random variables -- Mathematical models
Abstract
In this paper, a new sufficient condition for comparing linear combinations of independent gamma random variables according to star ordering is given. This unifies some of the newly proved results on this problem. Equivalent characterizations between various stochastic orders are established by utilizing the new condition. The main results in this paper generalize and unify several results in the literature including those of Amiri, Khaledi, and Samaniego [2], Zhao [18], and Kochar and Xu [9].
DOI
10.1017/S0269964812000071
Persistent Identifier
http://archives.pdx.edu/ds/psu/9517
Citation Details
Subhash K. and Xu, M. (2012). Some unified results on comparing linear combinations of independent gamma random variables. Probability in the Engineering and Informational Sciences, 26, pp 393-404.
Description
This is the publisher's final PDF. Article appears in Probability in the Engineering and Informational Sciences (http://journals.cambridge.org/action/displayJournal?jid=PES) and is Copyright © 2012 Cambridge University Press.