Sample range of two heterogeneous exponential variables

Peng Zhao, Xiaohu Li

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

2 Scopus citations

Abstract

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.

Original languageEnglish
Title of host publicationStochastic Orders in Reliability and Risk
Subtitle of host publicationIn Honor of Professor Moshe Shaked
EditorsHaijun Li, Xiaohu Li
Pages125-139
Number of pages15
DOIs
StatePublished - 2013
EventInternational Workshop on Stochastic Orders in Reliability and Risk Management, SORR 2011 - Xiamen, China
Duration: 27 Jun 201129 Jun 2011

Publication series

NameLecture Notes in Statistics
Volume208
ISSN (Print)0930-0325
ISSN (Electronic)2197-7186

Conference

ConferenceInternational Workshop on Stochastic Orders in Reliability and Risk Management, SORR 2011
Country/TerritoryChina
CityXiamen
Period27/06/1129/06/11

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