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On the conjecture of Kochar and Korwar

Nuria Torrado, Rosa E. Lillo and Michael P. Wiper

Journal of Multivariate Analysis, 2010, vol. 101, issue 5, 1274-1283

Abstract: In this article, we partially solve a conjecture by Kochar and Korwar (1996) [9] in relation to the normalized spacings of the order statistics of a sample of independent exponential random variables with different scale parameters. In the case of a sample of size n=3, they proved the ordering of the normalized spacings and conjectured that result holds for all n. We prove this conjecture for n=4 for both spacings and normalized spacings and generalize some results to n>4.

Keywords: Heterogeneous; exponential; distribution; Hazard; rate; order; Normalized; spacing (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (2)

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