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Bounds for mixtures of order statistics from exponentials and applications

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  • Paltanea, Eugen

Abstract

This paper deals with the stochastic comparison of order statistics and their mixtures. For a random sample of size n from an exponential distribution with hazard rate [lambda], and for 1 0, such that , and let U and V be two random variables with the distribution functions and , respectively. Then, V is greater in the hazard rate order (or the usual stochastic order) than U if and only if , and V is smaller in the hazard rate order (or the usual stochastic order) than U if and only if [lambda]

Suggested Citation

  • Paltanea, Eugen, 2011. "Bounds for mixtures of order statistics from exponentials and applications," Journal of Multivariate Analysis, Elsevier, vol. 102(5), pages 896-907, May.
    • Handle: RePEc:eee:jmvana:v:102:y:2011:i:5:p:896-907
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    References listed on IDEAS

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