On sample spacings from IMRL distributions

It is proved that in random sampling from IMRL distributions the spacings are (i) themselves IMRL, (ii) ordered by mean residual life, (iii) ordered by variance, and that the covariance between successive spacings is non-negative.

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Year of publication:	1996
Authors:	Kirmani, S. N. U. A.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 29.1996, 2, p. 159-166
Publisher:	Elsevier
Keywords:	Likelihood ratio ordering Mean residual life ordering Order statistics Stochastic ordering

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

Persistent link: https://www.econbiz.de/10005319888