<Reference List> | |
Type: | Preprint |
National /International: | International |
Title: | Some stochastic ordering results for sums of random variables |
Publication Date: | 2022-10-24 |
Authors: |
- Idir Arab
- Tommaso Lando - Paulo Eduardo Oliveira - Beatriz Ferreira Santos |
Abstract: | Given two random variables X and Y , we derive stochastic ordering results between X and the sum X + Y , using nonparametric assumptions on the shape of the distribution of X. Such results are extended to the comparisons of general sums of random variables. |
Institution: | DMUC 22-34 |
Online version: | http://www.mat.uc.pt...prints/eng_2022.html |
Download: | Not available |