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SOME UNIFIED RESULTS ON COMPARING LINEAR COMBINATIONS OF INDEPENDENT GAMMA RANDOM VARIABLES

Published online by Cambridge University Press:  08 June 2012

Subhash Kochar  and
Maochao Xu
Subhash Kochar
Affiliation:
Department of Mathematics and Statistics, Portland State University, Portland, OR
Maochao Xu
Affiliation:
Department of Mathematics, Illinois State University, Normal, IL E-mail: mxu2@ilstu.edu
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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].

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 26 , Issue 3 , July 2012 , pp. 393 - 404
Copyright
Copyright © Cambridge University Press 2012

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