September 2011 On the convolution of heterogeneous Bernoulli random variables
Maochao Xu, N. Balakrishnan
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J. Appl. Probab. 48(3): 877-884 (September 2011). DOI: 10.1239/jap/1316796922

Abstract

In this paper, some ordering properties of convolutions of heterogeneous Bernoulli random variables are discussed. It is shown that, under some suitable conditions, the likelihood ratio order and the reversed hazard rate order hold between convolutions of two heterogeneous Bernoulli sequences. The results established here extend and strengthen the previous results of Pledger and Proschan (1971) and Boland, Singh and Cukic (2002).

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Maochao Xu. N. Balakrishnan. "On the convolution of heterogeneous Bernoulli random variables." J. Appl. Probab. 48 (3) 877 - 884, September 2011. https://doi.org/10.1239/jap/1316796922

Information

Published: September 2011
First available in Project Euclid: 23 September 2011

zbMATH: 1226.60026
MathSciNet: MR2884823
Digital Object Identifier: 10.1239/jap/1316796922

Subjects:
Primary: 60E15 , 62D05 , 62G30 , 62N05

Keywords: Bernoulli , heterogeneous variable , likelihood ratio order , majorization , reversed hazard rate order

Rights: Copyright © 2011 Applied Probability Trust

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Vol.48 • No. 3 • September 2011
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