Yale University
Department of Statistics
Seminar

Monday, October 30, 2000

Ramesh M. Korwar
Department of Mathematics and Statistics
University of Massachusetts
Amherst, MA


On Stochastic Orders for Sums of Independent Random Variables

In this talk, it will be shown that a convolution of uniform distributions (a) is more dispersed
and (b) has a smaller hazard rate when the scale parameters of the uniform distributions are more
dispersed in the sense of majorization. It will also be shown that a convolution of gamma distributions
with a common shape parameter greater than 1 is larger in (a) the likelihood ratio order and (b)the
dispersive order when the scale parameters of the gamma distributions are more dispersed in the sense
of majorization.





Seminar to be held in Room 107, 24 Hillhouse Avenue at 4:15 pm