Stochastic Properties of Spacings in a Single-Outlier Exponential Model

Authors

Baha-Eldin Khaledi, University of ArizonaFollow
Subhash C. Kochar, Portland State UniversityFollow

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,..., X_n 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.

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.

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.