ON STOCHASTIC COMPARISONS OF ORDER STATISTICS FROM HETEROGENEOUS EXPONENTIAL SAMPLES. Issue 3 (July 2021)

• Record Type: Journal Article
• Authors: Yu, Yaming
• Is Part Of: Probability in the engineering and informational sciences. Volume 35:Issue 3(2021)
• Page Start: 532
• Page End: 537
• Publication Date: 2021-07
• Subjects: convolution -- dispersive ordering -- exponential distribution -- majorization -- stochastic order; Probabilities -- Periodicals; Engineering -- Statistical methods -- Periodicals; Information science -- Statistical methods -- Periodicals; 519.202462
• DOI: 10.1017/S026996481900041X
• Languages: English
• ISSNs: 0269-9648

Abstract

Abstract: We show that the k th order statistic from a heterogeneous sample of n ≥ k exponential random variables is larger than that from a homogeneous exponential sample in the sense of star ordering, as conjectured by Xu and Balakrishnan [14 ]. As a consequence, we establish hazard rate ordering for order statistics between heterogeneous and homogeneous exponential samples, resolving an open problem of Pǎltǎnea [11 ]. Extensions to general spacings are also presented.