Probability in the Engineering and Informational Sciences
Stochastic analysis, Mathematical statistics, Random variables -- Mathematical models
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 , Zhao , and Kochar and Xu .
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.