Diaconis–Perlman unique crossing conjecture for weighted gamma sums
Diaconis–Perlman unique crossing conjecture for weighted gamma sums
Let be independent and identically distributed gamma random variables, and let denote the distribution function of for a nonnegative weight vector . For weight vectors, write when is majorized by .
Diaconis–Perlman unique crossing conjecture. If , but is not a permutation of , then changes signs exactly once, from to , as increases from to .
The conjecture concerns the ordering of distribution functions for convolutions of identically distributed gamma random variables under majorization of the weights. It is disproved when the shape parameter satisfies , while it is proved when ; thus the conjecture is not valid in its original unrestricted form.
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Sources & referencesView supporting material
Primary source
Yaming Yu, “On the Unique Crossing Conjecture of Diaconis and Perlman on Convolutions of Gamma Random Variables”, arXiv:1607.02689 (2016).
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