NWU property of a class of random sums

Abstract

In this note, we derive an inequality for the renewal process. Then, using this inequality, together with an identity in terms of the renewal process for the tails of random sums, we prove that a class of random sums is always new worse than used (NWU). Thus, the well-known NWU property of geometric sums is extended to the class of random sums. This class is illustrated by some examples, including geometric sums, mixed geometric sums, certain mixed Poisson distributions and certain negative binomial sums.