Conditional ordering of order statistics
For any positive integers m and n, let X1,X2,...,Xm[logical or]n be independent random variables with possibly nonidentical distributions. Let X1:n<=X2:n<=...<=Xn:n be order statistics of random variables X1,X2,...,Xn, and let X1:m<=X2:m<=...<=Xm:m be order statistics of random variables X1,X2,...,Xm. It is shown that (Xj:n,Xj+1:n,...,Xn:n) given Xi:m>y for j-i>=max{n-m,0}, and (X1:n,X2:n,...,Xj:n) given Xi:m<=y for j-i<=min{n-m,0} are all increasing in y with respect to the usual multivariate stochastic order. We thus extend the main results in Dubhashi and Häggström (2008)Â [1] and Hu and Chen (2008)Â [2].
Year of publication: |
2010
|
---|---|
Authors: | Zhuang, Weiwei ; Yao, Junchao ; Hu, Taizhong |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 101.2010, 3, p. 640-644
|
Publisher: |
Elsevier |
Keywords: | Left tail decreasing Right tail increasing Order statistics Usual multivariate stochastic order |
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