Stochastic comparisons and dependence among concomitants of order statistics
Journal of Multivariate Analysis
STOCHASTIC ORDERINGS BETWEEN SPACINGS OF GENERALIZED ORDER STATISTICS
Probability in the Engineering and Informational Sciences
STOCHASTIC COMPARISONS OF NONHOMOGENEOUS PROCESSES
Probability in the Engineering and Informational Sciences
Probability in the Engineering and Informational Sciences
NONHOMOGENEOUS POISSON PROCESSES AND LOGCONCAVITY
Probability in the Engineering and Informational Sciences
Stochastic Comparisons of Generalized Order Statistics
Probability in the Engineering and Informational Sciences
Stochastic Properties Of p-Spacings Of Generalized Order Statistics
Probability in the Engineering and Informational Sciences
Stochastic Orderings Between p-Spacings Of Generalized Order Statistics From Two Samples
Probability in the Engineering and Informational Sciences
Study of some measures of dependence between order statistics and systems
Journal of Multivariate Analysis
Sequential order statistics with an order statistics prior
Journal of Multivariate Analysis
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Multivariate dependence of spacings of generalized order statistics is studied. It is shown that spacings of generalized order statistics from DFR (IFR) distributions have the CIS (CDS) property. By restricting the choice of the model parameters and strengthening the assumptions on the underlying distribution, stronger dependence relations are established. For instance, if the model parameters are decreasingly ordered and the underlying distribution has a log-convex decreasing (log-concave) hazard rate, then the spacings satisfy the MTP"2 (S- MRR"2) property. Some consequences of the results are given. In particular, conditions for non-negativity of the best linear unbiased estimator of the scale parameter in a location-scale family are obtained. By applying a result for dual generalized order statistics, we show that in the particular situation of usual order statistics the assumptions can be weakened.