Monotonicity and Aging Properties of Random Sums

نویسندگان

  • Jun Cai
  • Gordon E. Willmot
چکیده

In this paper, we discuss the distributional properties of random sums. We first derive conditions under which the distribution of a binomial sum is PF2 and then show under the same conditions the distribution of a Poisson sum is PF2 by approximating a Poisson sum by a sequence of binomial sums. The PF2 property reveals the monotonicity property of the reversed failure rates of certain compound Poisson distributions. Further, we discuss a class of random sums and derive the NWUE aging property of random sums in the class. The result, together with existing results, shows that the aging properties of many random sums can be characterized uniquely by the aging properties of the primary distributions of the random sums whatever the underlying distributions of the random sums are.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

ar X iv : c s / 06 05 04 7 v 1 [ cs . I T ] 1 1 M ay 2 00 6 Generalized Entropy Power Inequalities and Monotonicity Properties of Information ∗

New families of Fisher information and entropy power inequalities for sums of independent random variables are presented. These inequalities relate the information in the sum of n independent random variables to the information contained in sums over subsets of the random variables, for an arbitrary collection of subsets. As a consequence, a simple proof of the monotonicity of information in ce...

متن کامل

L’hospital Type Rules for Monotonicity: Applications to Probability Inequalities for Sums of Bounded Random Variables

This paper continues a series of results begun by a l’Hospital type rule for monotonicity, which is used here to obtain refinements of the Eaton-Pinelis inequalities for sums of bounded independent random variables.

متن کامل

Monotonicity of Entropy and Fisher Information: A Quick Proof via Maximal Correlation

A simple proof is given for the monotonicity of entropy and Fisher information associated to sums of i.i.d. random variables. The proof relies on a characterization of maximal correlation for partial sums due to Dembo, Kagan and Shepp.

متن کامل

Complete Convergence and Some Maximal Inequalities for Weighted Sums of Random Variables

Let  be a sequence of arbitrary random variables with  and , for every  and  be an array of real numbers. We will obtain two maximal inequalities for partial sums and weighted sums of random variables and also, we will prove complete convergence for weighted sums , under some conditions on  and sequence .

متن کامل

Strong Laws for Weighted Sums of Negative Dependent Random Variables

In this paper, we discuss strong laws for weighted sums of pairwise negatively dependent random variables. The results on i.i.d case of Soo Hak Sung [9] are generalized and extended.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2004