Likelihood ratio orderings of spacings of heterogeneous exponential random variables

  • Authors:
  • Songqiao Wen;Qingshu Lu;Taizhong Hu

  • Affiliations:
  • Department of Statistics and Finance, University of Science and Technology of China, Hefei, Anhui 230026, People's Republic of China;Department of Statistics and Finance, University of Science and Technology of China, Hefei, Anhui 230026, People's Republic of China;Department of Statistics and Finance, University of Science and Technology of China, Hefei, Anhui 230026, People's Republic of China

  • Venue:
  • Journal of Multivariate Analysis
  • Year:
  • 2007

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Abstract

Let X"1,X"2,...,X"n be independent exponential random variables such that X"i has failure rate @l for i=1,...,p and X"j has failure rate @l^* for j=p+1,...,n, where p=1 and q=n-p=1. Denote by D"i":"n(p,q)=X"i":"n-X"i"-"1":"n the ith spacing of the order statistics X"1":"n=