| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1149590 | Journal of Statistical Planning and Inference | 2009 | 8 Pages |
Abstract
A harmonic new better than used in expectation (HNBUE) variable is a random variable which is dominated by an exponential distribution in the convex stochastic order. We use a recently obtained condition on stochastic equality under convex domination to derive characterizations of the exponential distribution and bounds for HNBUE variables based on the mean values of the order statistics of the variable. We apply the results to generate discrepancy measures to test if a random variable is exponential against the alternative that is HNBUE, but not exponential.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
José R. Berrendero, Javier Cárcamo,