Bounds for mixtures of order statistics from exponentials and applications

Eugen Paltanea

Journal of Multivariate Analysis, 2011, vol. 102, issue 5, 896-907

Abstract: This paper deals with the stochastic comparison of order statistics and their mixtures. For a random sample of size n from an exponential distribution with hazard rate [lambda], and for 1 0, such that , and let U and V be two random variables with the distribution functions and , respectively. Then, V is greater in the hazard rate order (or the usual stochastic order) than U if and only if , and V is smaller in the hazard rate order (or the usual stochastic order) than U if and only if [lambda]

Keywords: Exponential; distribution; Order; statistics; Usual; stochastic; order; Hazard; rate; order; Mixture; of; distributions (search for similar items in EconPapers)
Date: 2011
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