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Some properties of convolutions of Pascal and Erlang random variables. (English) Zbl 1146.62009

Summary: This article studies the convolutions of Pascal random variables, i.e., negative binomial distributions with integer parameters. We show that the probability distributions of such convolutions can be expressed as a generalized mixture (i.e., mixture with negative and positive coefficients) of a finite number of Pascal distribution functions. Based on this result, further study on the limiting behavior of the failure rate function of the convolution is presented. A sufficient condition is given to establish the likelihood ratio order between two convolutions of Pascal random variables. Similar results are obtained for the convolutions of Erlang random variables.

MSC:

62E10 Characterization and structure theory of statistical distributions
62E20 Asymptotic distribution theory in statistics
60E15 Inequalities; stochastic orderings
62E15 Exact distribution theory in statistics
Full Text: DOI

References:

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