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In this paper, the sample range from a heterogeneous exponential sample is shown to be larger than that from a homogeneous exponential sample in the sense of the star ordering. Then, by using this result, some equivalent characterizations of stochastic comparisons of sample ranges with respect...
Persistent link: https://www.econbiz.de/10011042087
Let Rn be the range of a random sample X1,...,Xn of exponential random variables with hazard rate [lambda]. Let Sn be the range of another collection Y1,...,Yn of mutually independent exponential random variables with hazard rates [lambda]1,...,[lambda]n whose average is [lambda]. Finally, let r...
Persistent link: https://www.econbiz.de/10005006503
In this paper, we introduce a new copula-based dependence order to compare the relative degree of dependence between two pairs of random variables. Relationship of the new order to the existing dependence orders is investigated. In particular, the new ordering is stronger than the partial...
Persistent link: https://www.econbiz.de/10005021323
A sufficient condition for comparing convolutions of heterogeneous exponential random variables in terms of right spread order is established. As a consequence, it is shown that a convolution of heterogeneous independent exponential random variables is more skewed than that of homogeneous...
Persistent link: https://www.econbiz.de/10008521098
Let X1:n=X2:n=...=Xn:n denote the order statistics of random variables X1,X2,...,Xn which are independent but not necessarily identically distributed (INID), and let K1,K2 be two integer-valued random variables, independent of {X1,...,Xn}, such that 1=K1=K2=n. It is shown that if K1 has a...
Persistent link: https://www.econbiz.de/10008488080