Monotonicity conjecture for the median of a weighted sum of gamma variables

From papers

Let X1X_1 and X2X_2 be independent Γ(r,1)\Gamma(r,1) random variables, and define

Zα=αX1+(2α)X2,α>0.Z_\alpha=\alpha X_1+(2-\alpha)X_2,\qquad \alpha>0.

Gamma-sum median conjecture. The function αMed(Zα)\alpha\mapsto\operatorname{Med}(Z_\alpha) is non-decreasing for α(0,1)\alpha\in(0,1). 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.

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Sources & referencesView supporting material

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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