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

Let X[lambda]1,...,X[lambda]n be independent random variables such that X[lambda]i, i=1,...,n has probability density function known as a generalized Rayleigh random variable. We show that for [nu]>=1, if majorizes , then is larger than according to likelihood ratio ordering.

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Year of publication:	2008
Authors:	Fathi Manesh, Sirous ; Khaledi, Baha-Eldin
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 18, p. 3139-3144
Publisher:	Elsevier

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

Persistent link: https://www.econbiz.de/10005254342