Some New Results on Stochastic Comparisons of Spacings from Heterogeneous Exponential Distributions

Subhash Kochar and Javier Rojo

Journal of Multivariate Analysis, 1996, vol. 59, issue 2, 272-281

Abstract: Some new results are obtained on stochastic orderings between random vectors of spacings from heterogeneous exponential distributions and homogeneous ones. LetD1, ..., Dnbe the normalized spacings associated with independent exponential random variablesX1, ...,Xn, whereXihas hazard rate[lambda]i,i=1, 2, ..., n. LetD*1, ..., D*nbe the normalized spacings of a random sampleY1, ..., Ynof sizenfrom an exponential distribution with hazard rate[lambda]=[summation operator]ni=1 [lambda]i/n. It is shown that for anyn[greater-or-equal, slanted]2, the random vector (D1, ..., Dn) is greater than the random vector (D*1, ..., D*n) in the sense of multivariate likelihood ratio ordering. It also follows from the results proved in this paper that for anyjbetween 2 andn, the survival function ofXj:n-X1:nis Schur convex.

Keywords: likelihood; ratio; ordering; multivariate; likelihood; ratio; ordering; hazard; rate; ordering; Schur; functions; majorization; sample; range; order; statistics (search for similar items in EconPapers)
Date: 1996
References: Add references at CitEc
Citations: View citations in EconPapers (25)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047-259X(96)90065-2
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:59:y:1996:i:2:p:272-281

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().