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Expected difference of order statistics in terms of hazard rate

Probability 2019-11-19 v1

Abstract

If the hazard rate F(x)1F(x) \frac{ F'(x) }{ 1-F(x) } is increasing (in xx), then E(Xn:nXn1:n) \mathbb E\, ( X_{n:n} - X_{n-1:n} ) is decreasing (in nn), and moreover, completely monotone.

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Cite

@article{arxiv.1911.06870,
  title  = {Expected difference of order statistics in terms of hazard rate},
  author = {Boris Tsirelson},
  journal= {arXiv preprint arXiv:1911.06870},
  year   = {2019}
}

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10 pages