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- Newsgroups: sci.math.stat
- Path: sparky!uunet!mcsun!Germany.EU.net!news.netmbx.de!zrz.tu-berlin.de!math.fu-berlin.de!Sirius.dfn.de!gwdu03.gwdg.de!ibm.gwdg.de!ALEWAND
- From: ALEWAND@ibm.gwdg.de
- Subject: Stochastically larger??
- Message-ID: <168339D26.ALEWAND@ibm.gwdg.de>
- Sender: news@gwdu03.gwdg.de (USENET News System)
- Nntp-Posting-Host: ibm.gwdg.de
- Organization: GWDG, Goettingen
- Date: Wed, 29 Jul 92 11:10:30 MSZ
- Lines: 18
-
- 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
-