Journal of Applied Probability

On the convolution of heterogeneous Bernoulli random variables

Maochao Xu and N. Balakrishnan

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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).

Article information

Source
J. Appl. Probab., Volume 48, Number 3 (2011), 877-884.

Dates
First available in Project Euclid: 23 September 2011

Permanent link to this document
https://projecteuclid.org/euclid.jap/1316796922

Digital Object Identifier
doi:10.1239/jap/1316796922

Mathematical Reviews number (MathSciNet)
MR2884823

Zentralblatt MATH identifier
1226.60026

Subjects
Primary: 60E15: Inequalities; stochastic orderings 62N05: Reliability and life testing [See also 90B25] 62G30: Order statistics; empirical distribution functions 62D05: Sampling theory, sample surveys

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

Citation

Xu, Maochao; Balakrishnan, N. On the convolution of heterogeneous Bernoulli random variables. J. Appl. Probab. 48 (2011), no. 3, 877--884. doi:10.1239/jap/1316796922. https://projecteuclid.org/euclid.jap/1316796922


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