Published In
Probability in the Engineering & Informational Sciences
Document Type
Article
Publication Date
7-1-2001
Subjects
Random variables -- Mathematical models, Stochastic analysis, Mathematical statistics
Abstract
Let X1,..., Xn be independent exponential random variables with possibly different scale parameters. Kochar and Korwar [J. Multivar. Anal. 57 (1996)] conjectured that, in this case, the successive normalized spacings are increasing according to hazard rate ordering. In this article, we prove this conjecture in the case of a single-outlier exponential model when all except one of the parameters are identical. We also prove that the spacings are more dispersed and larger in the sense of hazard rate ordering when the vector of scale parameters is more dispersed in the sense of majorization.
DOI
10.1017/S0269964801153088
Persistent Identifier
http://archives.pdx.edu/ds/psu/9513
Citation Details
Khaledi, E. and Kochar, S. (2001). Stochastic properties of spacings in a single-outlier exponential model. Probability in the Engineering and Informational Sciences, 15, pp 401-408.
Description
This is the publisher's final PDF. Article appears in Probability in the Engineering and Informational Sciences (http://journals.cambridge.org/action/displayJournal?jid=PES) and is Copyright © 2001 Cambridge University Press.