Stochastic properties of spacings in a single-outlier exponential model

Citation
Be. Khaledi et S. Kochar, Stochastic properties of spacings in a single-outlier exponential model, PROB ENG I, 15(3), 2001, pp. 401-408
Citations number
17
Categorie Soggetti
Engineering Mathematics
Journal title
PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES
ISSN journal
02699648 → ACNP
Volume
15
Issue
3
Year of publication
2001
Pages
401 - 408
Database
ISI
SICI code
0269-9648(2001)15:3<401:SPOSIA>2.0.ZU;2-Q
Abstract
Let X-1,..., X-n be independent exponential random variables with possibly different scale parameters. Kochar and Korwar [J. Multivar. Anal. 57 (1996) ] conjectured that, in this case, the successive normalized spacings are in creasing according to hazard rate ordering. In this article, we prove this conjecture in the case of a single-outlier exponential model when all excep t one of the parameters are identical. We also prove that the spacings are more dispersed and larger in the sense of hazard rate ordering when the vec tor of scale parameters is more dispersed in the sense of majorization.