Stochastic Comparisons of Sample Spacings

Subhash C. Kochar
Additional contact information
Subhash C. Kochar: Portland State University, Fariborz Maseeh Department of Mathematics and Statistics

Chapter Chapter 7 in Stochastic Comparisons with Applications, 2022, pp 175-211 from Springer

Abstract: Abstract The differences between order statistics are called sample spacings, the sample range being a special case. They are of great interest in various areas of statistics, in particular, in characterizations of distributions, goodness-of-fit tests, life testing, reliability models, and auction theory. In the reliability context, they correspond to times elapsed between successive failures of components in a system. This chapter is devoted to the study of the stochastic properties of sample spacings. Stochastic order relations between the successive normalized spacings from restricted families of distributions are investigated. The distribution theory of the normalized spacings in the case of heterogeneous exponential random variables is studied in detail. When the observations are not identically distributed, the tools of majorization and Schur convexity are used to see the effect of changes in the parameters of the parent distributions on the stochastic properties of the spacings.

Keywords: Schur convex; Majorization; Sample range; Likelihood ratio ordering; Hazard rate ordering; Stochastic ordering; Dispersive ordering; Right spread ordering (search for similar items in EconPapers)
Date: 2022
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

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:spr:sprchp:978-3-031-12104-3_7

Ordering information: This item can be ordered from
http://www.springer.com/9783031121043

DOI: 10.1007/978-3-031-12104-3_7

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().