Monotonicity conjecture for the median of a weighted sum of gamma variables
Let and be independent random variables, and define
Gamma-sum median conjecture. The function is non-decreasing for . This is one of two conjectures concerning medians of sums and differences of independent gamma random variables; its status is not resolved in the supplied text.
References
Primary source
Robert E. Gaunt and Milan Merkle, “On bounds for the mode and median of the generalized hyperbolic and related distributions”, arXiv:2002.01884 (2020).
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