Ordering properties of the TTT-plot of lifetimes with Schur joint densities
In this note we study the law of scaled empirical TTT-plots of exchangeable lifetimes. By means of very simple arguments, we prove a monotonicity property in the case of absolutely continuous distributions with Schur-concave (or Schur-convex) densities. A stochastic comparison between the laws of TTT-plots for i.i.d. exponential variables and for Schur-concave (or Schur-convex) densities follows as a direct consequence. This can be seen as a natural analogue of a well-known fact valid for the case of i.i.d. lifetimes with monotone failure rates. It is remarkable that a stochastic comparison is even obtained in the likelihood ratio ordering sense.
Year of publication: |
1998
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Authors: | Nappo, G. ; Spizzichino, F. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 39.1998, 3, p. 195-203
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Publisher: |
Elsevier |
Keywords: | TTT-plot Schur densities Normalized spacings between order statistics Multivariate stochastic orderings |
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