Abstract
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.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 63-71 |
| Number of pages | 9 |
| Journal | Computers and Operations Research |
| Volume | 17 |
| Issue number | 1 |
| DOIs | |
| State | Published - 1990 |
ASJC Scopus subject areas
- General Computer Science
- Modeling and Simulation
- Management Science and Operations Research