Accession Number:

ADA172855

Title:

Inequalities for Linear Combinations of Gamma Random Variables.

Descriptive Note:

Technical rept.,

Corporate Author:

STANFORD UNIV CA DEPT OF STATISTICS

Personal Author(s):

• Bock,M. E.
• Diaconis,P.
• Huffer,F.

Report Date:

1986-09-02

Pagination or Media Count:

27.0

Abstract:

This document studies the behavior of the tail probabilities of weighted averages of certain i.i.d. random variables as the weights are varied. We show that the upper and lower tails are smallest when all the weights are equal. Our results apply to exponential, chi-square, gamma and Weibull random variables.

Descriptors:

• *RANDOM VARIABLES
• *INEQUALITIES
• WEIBULL DENSITY FUNCTIONS
• WEIGHTING FUNCTIONS
• EXPONENTIAL FUNCTIONS
• CHI SQUARE TEST
• DISTRIBUTION FUNCTIONS

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE