An arrangement increasing property of the Marshall-Olkin bivariate exponential

Philip J. Boland

Statistics & Probability Letters, 1998, vol. 37, issue 2, 167-170

Abstract: A real-valued function g of two vector arguments u and v is said to be arrangement increasing if it increases in value as the components of u and v become more similarly arranged. Let X = (X1, X2) have the Marshall-Olkin bivariate exponential distribution with parameters [lambda]1, [lambda]2 and [lambda]12. If [theta]i = 1/[lambda]i for i = 1, 2, then it is shown that R = c1X1 + c2X2 is stochastically arrangement increasing in c = (c1, c2) and [theta] = ([theta]1, [theta]2).

Keywords: Arrangement; increasing; Marshall-Olkin; bivariate; exponential; Inequalities; Stochastic; ordering; Rearrangements (search for similar items in EconPapers)
Date: 1998
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(97)00114-4
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:stapro:v:37:y:1998:i:2:p:167-170

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

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().