On the sample ranges from heterogeneous exponential variables

In this paper, the sample range from a heterogeneous exponential sample is shown to be larger than that from a homogeneous exponential sample in the sense of the star ordering. Then, by using this result, some equivalent characterizations of stochastic comparisons of sample ranges with respect to va...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Journal of multivariate analysis 2012-08, Vol.109, p.1-9
Hauptverfasser: Xu, Maochao, Balakrishnan, N.
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:In this paper, the sample range from a heterogeneous exponential sample is shown to be larger than that from a homogeneous exponential sample in the sense of the star ordering. Then, by using this result, some equivalent characterizations of stochastic comparisons of sample ranges with respect to various stochastic orders are established. In this process, two open problems mentioned in Mao and Hu (2010) [16] are solved. The main results established here extend and strengthen several known results in the literature including those of Khaledi and Kochar (2000) [8], Zhao and Li (2009) [22] and Genest et al. (2009) [7].
ISSN:0047-259X
1095-7243
DOI:10.1016/j.jmva.2012.02.009