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An arrangement increasing property of the Marshall-Olkin bivariate exponential

Author

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  • Boland, Philip J.

Abstract

A real-valued function g of two vector arguments u and v is said to be arrangement increasing if it increases in value as the components of u and v become more similarly arranged. Let X = (X1, X2) have the Marshall-Olkin bivariate exponential distribution with parameters [lambda]1, [lambda]2 and [lambda]12. If [theta]i = 1/[lambda]i for i = 1, 2, then it is shown that R = c1X1 + c2X2 is stochastically arrangement increasing in c = (c1, c2) and [theta] = ([theta]1, [theta]2).

Suggested Citation

  • Boland, Philip J., 1998. "An arrangement increasing property of the Marshall-Olkin bivariate exponential," Statistics & Probability Letters, Elsevier, vol. 37(2), pages 167-170, February.
    • Handle: RePEc:eee:stapro:v:37:y:1998:i:2:p:167-170
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