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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
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 X1,...,Xn be a random sample from an absolutely continuous distribution with non-negative support, and let Y1,...,Yn be mutually independent lifetimes with proportional hazard rates. Let also X(1)...X(n) and Y(1)...Y(n) be their associated order statistics. It is shown that the pair...
Persistent link: https://www.econbiz.de/10005006486
IfX1, ...,Xnare random variables we denote byX(1)[less-than-or-equals, slant]X(2)[less-than-or-equals, slant]...[less-than-or-equals, slant]X(n)their respective order statistics. In the case where the random variables are independent and identically distributed, one may demonstrate very strong...
Persistent link: https://www.econbiz.de/10005221622
Let (Xi, Yi) i=1, 2, ..., n be n independent and identically distributed random variables from some continuous bivariate distribution. If X(r) denotes the rth ordered X-variate then the Y-variate, Y[r], paired with X(r) is called the concomitant of the rth order statistic. In this...
Persistent link: https://www.econbiz.de/10005199827
Some new results are obtained on stochastic orderings between random vectors of spacings from heterogeneous exponential distributions and homogeneous ones. LetD1, ..., Dnbe the normalized spacings associated with independent exponential random variablesX1, ...,Xn, whereXihas hazard...
Persistent link: https://www.econbiz.de/10005199882