TY - GEN
T1 - Sample range of two heterogeneous exponential variables
AU - Zhao, Peng
AU - Li, Xiaohu
N1 - Publisher Copyright:
© Springer Science+Business Media New York 2013.
PY - 2013
Y1 - 2013
N2 - In this paper, we discuss ordering properties of sample range from two independent heterogeneous exponential variables in terms of the likelihood ratio order and the hazard rate order (dispersive order). It is shown, among others, that the weakly majorization order between two parameter vectors is equivalent to the likelihood ratio order between sample ranges and that the p-larger order between two parameter vectors implies the hazard rate order (dispersive order) between sample ranges. In the case of exponential sample range, we thus highlight the close connection that exists between some classical stochastic orders and majorization-type orders. Numerical examples are also provided to illustrate the theoretic results established here.
AB - In this paper, we discuss ordering properties of sample range from two independent heterogeneous exponential variables in terms of the likelihood ratio order and the hazard rate order (dispersive order). It is shown, among others, that the weakly majorization order between two parameter vectors is equivalent to the likelihood ratio order between sample ranges and that the p-larger order between two parameter vectors implies the hazard rate order (dispersive order) between sample ranges. In the case of exponential sample range, we thus highlight the close connection that exists between some classical stochastic orders and majorization-type orders. Numerical examples are also provided to illustrate the theoretic results established here.
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U2 - 10.1007/978-1-4614-6892-9_6
DO - 10.1007/978-1-4614-6892-9_6
M3 - Conference contribution
AN - SCOPUS:84969771864
SN - 9781461468912
T3 - Lecture Notes in Statistics
SP - 125
EP - 139
BT - Stochastic Orders in Reliability and Risk
A2 - Li, Haijun
A2 - Li, Xiaohu
T2 - International Workshop on Stochastic Orders in Reliability and Risk Management, SORR 2011
Y2 - 27 June 2011 through 29 June 2011
ER -