TY - JOUR
T1 - TP2 dependence of sample spacings with applications
AU - Li, Xiaohu
AU - Hu, Xiaoxiao
AU - Li, Zhouping
PY - 2008/3
Y1 - 2008/3
N2 - 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.
AB - 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.
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U2 - 10.1017/S026996480800017X
DO - 10.1017/S026996480800017X
M3 - Article
AN - SCOPUS:41149129331
SN - 0269-9648
VL - 22
SP - 287
EP - 300
JO - Probability in the Engineering and Informational Sciences
JF - Probability in the Engineering and Informational Sciences
IS - 2
ER -