کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146638 957522 2009 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Multivariate dependence of spacings of generalized order statistics
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Multivariate dependence of spacings of generalized order statistics
چکیده انگلیسی

Multivariate dependence of spacings of generalized order statistics is studied. It is shown that spacings of generalized order statistics from DFR (IFR) distributions have the CIS (CDS) property. By restricting the choice of the model parameters and strengthening the assumptions on the underlying distribution, stronger dependence relations are established. For instance, if the model parameters are decreasingly ordered and the underlying distribution has a log-convex decreasing (log-concave) hazard rate, then the spacings satisfy the MTP2 (S- MRR2) property. Some consequences of the results are given. In particular, conditions for non-negativity of the best linear unbiased estimator of the scale parameter in a location-scale family are obtained. By applying a result for dual generalized order statistics, we show that in the particular situation of usual order statistics the assumptions can be weakened.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 100, Issue 6, July 2009, Pages 1093–1106
نویسندگان
,