Stochastic Comparison of Sums, Using Majorization.
FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS
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Stochastic comparisons of sums of random variables are obtained. The random variables come from two types of families of distributions 1 Families which have proportional hazard functions and, 2 Families which are obtained by transforming random variables from a semi-group family by means of a convex function. The key tools used are majorization and the theory of Schur functions. Sample applications are presented for the exponential, Weibull, and normal families.
- Statistics and Probability