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Peakedness for weighted sums of symmetric random variables
Authors:Peng Zhao  Ping Shing Chan  Hon Keung Tony Ng
Affiliation:1. School of Mathematics and Statistics, Lanzhou University, Lanzhou 730000, China;2. Department of Statistics, Chinese University of Hong Kong, Shatin, Hong Kong;3. Department of Statistical Science, Southern Methodist University, Texas, USA
Abstract:In this paper, we provide sufficient conditions on weighted coefficients under which the peakedness comparison between weighted sums of independent random variables can be carried out. These results extend and enrich the existing peakedness results in the literature including those presented by Proschan (1965) and Ma (1998).
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