A queueing theoretical proof of increasing property of Polya frequency functions

Let X1,...,Xn be independent random variables with PF2 densities and [phi] an increasing function. Then E([phi](X1,...,Xn) [Sigma]i=1n X1 = s) is increasing in s, almost surely (Efron, 1965). We put this theorem into the context of queueing theory and provide an elementary proof for non-negative random variables.

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Year of publication:	1996
Authors:	Daduna, Hans ; Szekli, Ryszard
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 26.1996, 3, p. 233-242
Publisher:	Elsevier
Keywords:	Polya frequency functions Queueing networks Negative association Product-form equilibrium

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005224110