On Stochastic Orders for Sums of Independent Random Variables
In this paper, it is shown that a convolution of uniform distributions (a) is more dispersed and (b) has a smaller hazard rate when the scale parameters of the uniform distributions are more dispersed in the sense of majorization. It is also shown that a convolution of gamma distributions with a common shape parameter greater than 1 is larger in (a) likelihood ratio order and (b) dispersive order when the scale parameters are more dispersed in the sense of majorization.
convolutions dispersive order hazard rate order likelihood ratio order majorization gamma distribution exponential distribution uniform distribution increasing failure rate distribution totally positive of order two function