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Title: Schur properties of convolutions of gamma random variables with applications Authors:  Fred Roosta - UC Berkeley (United States) [presenting]
Gabor Szekely - National Science Foundation (United States)
Abstract: Sufficient conditions are discussed for comparing the convolutions of heterogeneous gamma random variables in terms of the usual stochastic order. Such comparisons are characterized by the Schur convexity properties of the cumulative distribution function of the convolutions. We also present some examples of the practical applications of our results.