On Schur-convexity of Some Distribution Functions
Publications de l'Institut Mathématique, _N_S_56 (1994) no. 70, p. 111
Voir la notice de l'article provenant de la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts
If $X_1,\dots,X_n$ are independent geometric random
variables with parameters $p_1,\dots,p_n$ respectivelly, we prove that
the function $F(p_1,\dots,p_n;t) = P(X_1+\dots+X_n\leqt)$ is
Schur-concave in $(p_1,\dots,p_n)$ for every real $t$. We also give a
new proof for a theorem due to P. Diaconis on Schur-convexity of
distribution fuction of linear combination of two exponential random
variables.
Classification :
60E15
@article{PIM_1994_N_S_56_70_a14,
author = {Milan Merkle and Ljiljana Petrovi\'c},
title = {On {Schur-convexity} of {Some} {Distribution} {Functions}},
journal = {Publications de l'Institut Math\'ematique},
pages = {111 },
publisher = {mathdoc},
volume = {_N_S_56},
number = {70},
year = {1994},
language = {en},
url = {http://geodesic.mathdoc.fr/item/PIM_1994_N_S_56_70_a14/}
}
TY - JOUR AU - Milan Merkle AU - Ljiljana Petrović TI - On Schur-convexity of Some Distribution Functions JO - Publications de l'Institut Mathématique PY - 1994 SP - 111 VL - _N_S_56 IS - 70 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/PIM_1994_N_S_56_70_a14/ LA - en ID - PIM_1994_N_S_56_70_a14 ER -
Milan Merkle; Ljiljana Petrović. On Schur-convexity of Some Distribution Functions. Publications de l'Institut Mathématique, _N_S_56 (1994) no. 70, p. 111 . http://geodesic.mathdoc.fr/item/PIM_1994_N_S_56_70_a14/