Likelihood ratio order of spacings from two heterogeneous samples

Nuria Torrado and Rosa E. Lillo

Journal of Multivariate Analysis, 2013, vol. 114, issue C, 338-348

Abstract: In this article we obtain some new results in the area of stochastic comparisons of simple and normalized spacings from two samples of heterogeneous exponential random variables. Specifically, we investigate conditions under which successive spacings are ordered in the likelihood ratio ordering. We also show some applications of our results to the multiple-outlier case.

Keywords: Heterogeneous exponential distribution; Likelihood ratio ordering; Spacings; Multiple-outlier models (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:114:y:2013:i:c:p:338-348

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DOI: 10.1016/j.jmva.2012.08.015

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