Some New Results on Likelihood Ratio Orderings for Spacings of Heterogeneous Exponential Random Variables
Titel:
Some New Results on Likelihood Ratio Orderings for Spacings of Heterogeneous Exponential Random Variables
Auteur:
Hu, Taizhong Lu, Qingshu Wen, Songqiao
Verschenen in:
Communications in statistics
Paginering:
Jaargang 37 (2008) nr. 16 pagina's 2506-2515
Jaar:
2008-01
Inhoud:
Let X1, X2,…, Xn be independent exponential random variables with Xi having failure rate λi for i = 1,…, n. Denote by Di:n = Xi:n - Xi-1:n the ith spacing of the order statistics X1:n ≤ X2:n ≤ ··· ≤ Xn:n, i = 1,…, n, where X0:n ≡ 0. It is shown that if λn+1 ≤ [≥] λk for k = 1,…, n then Dn:n ≤ lr Dn+1:n+1 and D1:n ≤ lr D2:n+1 [D2:n+1 ≤ lr D2:n], and that if λi + λj ≥ λk for all distinct i,j, and k then Dn-1:n ≤ lr Dn:n and Dn:n+1 ≤ lr Dn:n, where ≤ lr denotes the likelihood ratio order. We also prove that D1:n ≤ lr D2:n for n ≥ 2 and D2:3 ≤ lr D3:3 for all λi's.