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Ordering properties of convolutions of exponential random variables
1Université Paris-Sud, Orsay, France. jean-louis.bon@math.u-psud.fr
Lifetime Data Analysis
|July 17, 1999
Abstract:
Convolutions of independent random variables are usually compared. In this paper, after a synthetic comparison with respect to hazard rate ordering between sums of independent exponential random variables, we focus on the special case where one sum is identically distributed. So, for a given sum of n independent exponential random variables, we deduce the "best" Erlang-n bounds, with respect to each of the usual orderings: mean ordering, stochastic ordering, hazard rate ordering and likelihood ratio ordering.