Published In

Probability in the Engineering & Informational Sciences

Document Type

Article

Publication Date

10-1-2000

Subjects

Random variables -- Mathematical models, Stochastic analysis, Mathematical statistics

Abstract

In this paper, we study the dependence properties of spacings. It is proved that if X1,..., Xn are exchangeable random variables which are TP2 in pairs and their joint density is log-convex in each argument, then the spacings are MTP2 dependent. Next, we consider the case of independent but nonhomogeneous exponential random variables. It is shown that in this case, in general, the spacings are not MTP2 dependent. However, in the case of a single outlier when all except one parameters are equal, the spacings are shown to be MTP2 dependent and, hence, they are associated. A consequence of this result is that in this case, the variances of the order statistics are increasing. It is also proved that in the case of the multiple-outliers model, all consecutive pairs of spacings are TP2 dependent.

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 © 2000 Cambridge University Press.

Persistent Identifier

http://archives.pdx.edu/ds/psu/9520

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