Article ID Journal Published Year Pages File Type
1147175 Journal of Multivariate Analysis 2007 14 Pages PDF
Abstract

Let X1,X2,…,Xn be independent exponential random variables such that Xi has failure rate λ for i=1,…,p and Xj has failure rate λ* for j=p+1,…,n, where p≥1 and q=n-p≥1. Denote by Di:n(p,q)=Xi:n-Xi-1:n the ith spacing of the order statistics , where X0:n≡0. It is shown that Di:n(p,q)⩽lrDi+1:n(p,q) for i=1,…,n-1, and that if λ⩽λ* then , and for i=1,…,n, where ⩽lr denotes the likelihood ratio order. The main results are used to establish the dispersive orderings between spacings.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis