Stochastically larger??

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1 total messages Started by ALEWAND Wed, 29 Jul 1992 11:10

#118

Author: ALEWAND
Date: Wed, 29 Jul 1992 11:10

18 lines
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Let X1,...,Xn and Y1,...,Ym be independent distributed chi-squared
variables with one degree of freedom.
Define
    SX:=a1 *X1 + a2*X2 +... an*Xn        ai>0, i=1,...n
and
    SY:=b1 *Y1 + b2*Y2 +... bm*Ym        bj>0, j=1,...,m.
 
I need sufficient conditions  for  the ai's and the bj's
to show that SX is stochastically larger than SY.
 
Any references, comments and results for special cases would help me!!
 
 
Achim Lewandowski
Institut fuer Statistik und Oekonometrie
3400 Goettingen
Germany
email: alewand@ibm.gwdg.de

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