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- W2010225935 abstract "We study the behavior of the tail probabilities of weighted averages of certain independently and identically distributed random variables as the weights are varied. We show that the upper and lower tails are smallest when all the weights are equal. Our results apply to exponential, chi-squared, gamma, and Weibull random variables. Nous étudions le comportement des ailes de la distribution d'une moyenne ponderée de certaines variables aléatoires indépendantes et équidistribuées lorsqu'on fait varier les poids. Bous montrons que les ailes droite et gauche atteignent le degré de rabattement le plus pronocé quand les poids sont tour égaux. Nos résultats s'appliquent aux cas de varaibles aléatoires de loi exponentielle, khi-deux, gamma et Weibull." @default.
- W2010225935 created "2016-06-24" @default.
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- W2010225935 date "1987-12-01" @default.
- W2010225935 modified "2023-10-14" @default.
- W2010225935 title "Inequalities for linear combinations of gamma random variables" @default.
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- W2010225935 doi "https://doi.org/10.2307/3315257" @default.
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