Monotonicity conjecture for the median of a weighted sum of gamma variables
Monotonicity conjecture for the median of a weighted sum of gamma variables
From papers
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.
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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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