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arXiv · 1601.04731

Schur properties of convolutions of gamma random variables

Farbod Roosta-Khorasani·Gabor J. Szekely
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Abstract

Sufficient conditions for comparing the convolutions of heterogeneous gamma random variables in terms of the usual stochastic order are established. Such comparisons are characterized by the Schur convexity properties of the cumulative distribution function of the convolutions. Some examples of the practical applications of our results are given.

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Farbod Roosta-Khorasani, Gabor J. Szekely. 2016-01-18. Schur properties of convolutions of gamma random variables. https://doi.org/10.1007/s00184-015-0537-9

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