Ordering properties of convolutions from heterogeneous populations: A review on some recent developments

Peng Zhao, Xiaohu Li

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Abstract

In this article, we review some recent results on the stochastic comparison of convolutions from independent and heterogeneous random variables. We highlight the close connections that exist between some classical stochastic orders and majorization-type orders.

Original languageEnglish
Pages (from-to)2260-2273
Number of pages14
JournalCommunications in Statistics - Theory and Methods
Volume43
Issue number10-12
DOIs
StatePublished - 15 May 2014

Keywords

  • Convolution
  • Dispersive order
  • Hazard rate order
  • Likelihood ratio order
  • Majorization
  • Reversed hazard rate order
  • Star order
  • Usual stochastic order
  • p-larger order

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