Likelihood ratio order of spacings from two heterogeneous samples

In this article we obtain some new results in the area of stochastic comparisons of simple and normalized spacings from two samples of heterogeneous exponential random variables. Specifically, we investigate conditions under which successive spacings are ordered in the likelihood ratio ordering. We also show some applications of our results to the multiple-outlier case.

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Year of publication:	2013
Authors:	Torrado, Nuria ; Lillo, Rosa E.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 114.2013, C, p. 338-348
Publisher:	Elsevier
Subject:	Heterogeneous exponential distribution \| Likelihood ratio ordering \| Spacings \| Multiple-outlier models

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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