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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
Recently, a new variability ordering, called right spread ordering or excess wealth ordering has been introduced. This new ordering is weaker than dispersive ordering. We show in this note that if X is less variable than Y in the sense of right spread ordering or convex ordering, then it implies...
Persistent link: https://www.econbiz.de/10005259088
Suppose X1,...Xn are independent random variables of continuous type with proportional hazard (or failure) rates. Let X(r) denote the rth order statistic and let I(r) = i if Xi = X(r). It is proved that Xi's are identically distributed if and only if X(r) and I(r) are independent for some r [set...
Persistent link: https://www.econbiz.de/10005259168
Let X1:n[less-than-or-equals, slant]X2:n[less-than-or-equals, slant]...[less-than-or-equals, slant]Xn:n denote the order statistics of a random sample X1,X2,...,Xn from a probability distribution with distribution function F. Similarly, let Y1:n[less-than-or-equals,...
Persistent link: https://www.econbiz.de/10005138110
Randles et al. (1980) and Davis and Quade (1978) independently proposed an asymptotically distribution-free test for testing symmetry about an unknown point. In this note, it has been shown that if X is convex ordered with respect to -- X, then the one-sided test is consistent, thus solving an...
Persistent link: https://www.econbiz.de/10005223448
It has been shown in this paper that a test proposed by Barlow and Doksum (1972) based on the exponential scores statistic for testing exponentiality against increasing failure rate distributions is consistent for the much wider class of harmonic new better than used in expectation distributions.
Persistent link: https://www.econbiz.de/10005223552
First we consider the two-sample dispersion problem. Let X and Y be independent random variables of continuous type with distribution functions F and G, respectively, satisfying G(x) = F([sigma]x) for all x where [sigma] 0 and F(x) = 1 - F(- x), for all x. Let X1, X2 (Y1, Y2) be two independent...
Persistent link: https://www.econbiz.de/10005223790
An asymptotically distribution-free test is proposed and studied for testing the null hypothesis H0: Fdisp = G versus H1: Fdisp G, that is G-1([beta])-G-1([alpha])[greater-or-equal, slanted]F-1([beta])-F-1([alpha]) for 0[less-than-or-equals, slant][alpha][beta][less-than-or-equals, slant]1. The...
Persistent link: https://www.econbiz.de/10005254560