Some stochastic ordering results for sums of random variables (Preprint)

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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
 
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