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On some stochastic inequalities involving minimum of random variables
Authors:Peter Kubat
Abstract:Let Xi be independent IFR random variables and let Yi be independent exponential random variables such that EXi]=EYi] for all i=1, 2, ? n. Then it is well known that Emin (Xi)] ≥Emin (Xi)]. Nevertheless, for 1≤i≤n exponentially distributed Xi's and for a decreasing convex function ?(.). it is shown that equation image .
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