On the likelihood ratio order for convolutions of independent generalized Rayleigh random variables Article

Fathi Manesh, S, Khaledi, BE. (2008). On the likelihood ratio order for convolutions of independent generalized Rayleigh random variables . STATISTICS & PROBABILITY LETTERS, 78(18), 3139-3144. 10.1016/j.spl.2008.05.035

cited authors

  • Fathi Manesh, S; Khaledi, BE

authors

abstract

  • Let Xλ1, ..., Xλn be independent random variables such that Xλi, i = 1, ..., n has probability density function fν, σ, λi (x) = frac(2 λiν, Γ (frac(ν, 2)) (2 σ2)frac(ν, 2)) xν - 1 exp (- frac((λi x)2, 2 σ2)), ν > 0, σ > 0, λi > 0, known as a generalized Rayleigh random variable. We show that for ν ≥ 1, if (λ1*2, ..., λn*2) majorizes (λ12, ..., λn2), then ∑i = 1n Xλi* is larger than ∑i = 1n Xλi according to likelihood ratio ordering. © 2008 Elsevier B.V. All rights reserved.

publication date

  • December 15, 2008

published in

Digital Object Identifier (DOI)

start page

  • 3139

end page

  • 3144

volume

  • 78

issue

  • 18