Abstract
Let X1,..., Xn be independent exponential random variables with respective hazard rates λ1,..., λn, and Y1,..., Yn be i.i.d. exponential random variables with common hazard rate λ. It is proved that X 2:n, the second order statistic from X1,..., X n, is larger than Y2:n, the second order statistic from Y1,...,Yn, with respect to the right spread order if and only if λ≥2n-1/n(n-1)(Σi=1n1/∧-n-1/ ∧(1)) with ∧(1) and Σi=1nλ i and ∧i = ∧(1) - λi, and X 2:n is smaller than Y2:n with respect to the right spread order if and only if λ ≤ Σi=1n - max 1≤i≤nλi/n-1 Further, the case with proportional decreasing hazard rate is also studied, and the results obtained here form nice extensions to some corresponding ones known in the literature.
| Original language | English |
|---|---|
| Pages (from-to) | 3070-3081 |
| Number of pages | 12 |
| Journal | Communications in Statistics - Theory and Methods |
| Volume | 40 |
| Issue number | 17 |
| DOIs | |
| State | Published - Jan 2011 |
Keywords
- Hazard rate order
- Likelihood ratio order
- MRL order
- Majorization order
- Order statistics
- p-Larger order
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