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Published online by Cambridge University Press: 14 July 2016
In this paper we provide some sufficient conditions to stochastically compare linear combinations of independent random variables. The main results extend those given in Proschan (1965), Ma (1998), Zhao et al. (2011), and Yu (2011). In particular, we propose a new sufficient condition to compare the peakedness of linear combinations of independent random variables which may have heavy-tailed properties.
Supported by the NNSF of China (grant numbers 11071232 and 70821001) and the National Basic Research Program of China (973 Program, grant number 2007CB814901).
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