Monotonicity of certain integrals involving gamma distributions and their applications in multiple comparisons

Neeraj Misra and Mohd. Arshad

Statistics & Probability Letters, 2014, vol. 85, issue C, 144-152

Abstract: Barlow and Gupta (1969) and Alam (1970) studied the monotonicity of two integrals, involving gamma distributions, that arise in certain ranking and selection problems. In this paper, we shall unify their results by studying the monotonicity of two generalized versions of integrals considered by them. We will also provide applications of derived results in study of certain multiple comparison procedures.

Keywords: Monotonicity; Multiple comparisons; Ranking and selection (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1016/j.spl.2013.11.013

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