TP2 dependence of sample spacings with applications

Xiaohu Li, Xiaoxiao Hu, Zhouping Li

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

Abstract

This article investigates TP2 dependence of sample spacings. It is proved that TP2 (RR2) dependence between a general spacing and a nonadjacent order statistic might be characterized by the DLR (ILR) property of the parent distribution, and TP2 dependence between any pair of consecutive spacings might be characterized by the DLR aging property of the population. Furthermore, TP2 dependence between any two consecutive spacings in multiple outliers exponential models is also derived. In addition, some applications in reliability and business auction are presented as well.

Original languageEnglish
Pages (from-to)287-300
Number of pages14
JournalProbability in the Engineering and Informational Sciences
Volume22
Issue number2
DOIs
StatePublished - Mar 2008

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