On the Lorenz ordering of order statistics from exponential populations and some applications

Gaofeng Da, Maochao Xu and N. Balakrishnan

Journal of Multivariate Analysis, 2014, vol. 127, issue C, 88-97

Abstract: In this paper, the variability of order statistics from heterogeneous random samples is studied. It is shown that, without any restriction on the parameters, the variability of order statistics from heterogeneous exponential samples is always larger than that from homogeneous exponential samples in the sense of Lorenz ordering. Finally, some applications to reliability analysis and auction theory are pointed out.

Keywords: Exponential variables; Heterogeneous variables; Homogeneous samples; Lorenz ordering; Majorization; Order statistics; Spacings; Stochastic orders; Variance (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.jmva.2014.02.005

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