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Teoriya Veroyatnostei i ee Primeneniya, 1976, Volume 21, Issue 1, Pages 209–214
(Mi tvp3321)
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This article is cited in 3 scientific papers (total in 3 papers)
Short Communications
On summing a random number of random variables with increasing hazard rate or with strongly unimodal discrete distribution
O. P. Vinogradov Moscow
Abstract:
Let $\xi_1,\dots,\xi_n,\dots$ be independent identically distributed random variables and let $F(t)=\mathbf P\{\xi_i<t\}$ have an inscreasing hazard rate (IHR) [1]. The random sum $\zeta=\xi_1+\dots+\xi_{\tau}$ is considered where $\tau$ is independent of $\xi_i$ and the distribution of $\tau$ has also an IHR.
We find conditions under which the distribution of $\zeta$ has an IHR. The case of discrete $\xi_i$ is also considered. Analogous results for strongly unimodal discrete distributions are given.
Received: 13.06.1974
Citation:
O. P. Vinogradov, “On summing a random number of random variables with increasing hazard rate or with strongly unimodal discrete distribution”, Teor. Veroyatnost. i Primenen., 21:1 (1976), 209–214; Theory Probab. Appl., 2:1 (1976), 205–209
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https://www.mathnet.ru/eng/tvp3321 https://www.mathnet.ru/eng/tvp/v21/i1/p209
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