On Stochastic Comparisons of Order Statistics from Heterogeneous Exponential Samples
Statistics Theory
2016-07-25 v1 Statistics Theory
Abstract
We show that the th order statistic from a heterogeneous sample of exponential random variables is larger than that from a homogeneous exponential sample in the sense of star ordering, as conjectured by Xu and Balakrishnan (2012). As a consequence, we establish hazard rate ordering for order statistics between heterogeneous and homogeneous exponential samples, resolving an open problem of P\v{a}lt\v{a}nea (2008). Extensions to general spacings are also presented.
Cite
@article{arxiv.1607.06564,
title = {On Stochastic Comparisons of Order Statistics from Heterogeneous Exponential Samples},
author = {Yaming Yu},
journal= {arXiv preprint arXiv:1607.06564},
year = {2016}
}
Comments
8 pages