Article ID: | iaor20084191 |
Country: | United Kingdom |
Volume: | 17 |
Issue: | 1 |
Start Page Number: | 63 |
End Page Number: | 71 |
Publication Date: | Jan 1990 |
Journal: | Computers and Operations Research |
Authors: | Kreimer Joseph, Dror Moshe |
In this paper we prove for a number of distributions that the probability for the value of the sum of the first k (but not before) of i.i.d.r.v. to exceed a given value A is monotonically increasing in the range k < k* (or k < k* + 1 ) where k* = max k such that kμ ≤ A. We conjecture that this monotonicity property is preserved for a much larger family of distribution functions than those examined in the paper.