Likelihood ratio order of the second order statistic from independent heterogeneous exponential random variables (Q1006675)

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scientific article; zbMATH DE number 5532887
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Likelihood ratio order of the second order statistic from independent heterogeneous exponential random variables
scientific article; zbMATH DE number 5532887

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    Likelihood ratio order of the second order statistic from independent heterogeneous exponential random variables (English)
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    25 March 2009
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    Let \(X_1,X_2,\ldots,X_n\) be independent exponential random variables with possibly different hazard rates, and let \(Y_1,Y_2,\ldots,Y_n\) be independent and identically distributed exponential random variables. The authors find necessary and sufficient conditions on the hazard rates of the \(X_i\)'s and of the \(Y_i\)'s under which the second order statistic among the \(X_i\)'s is larger or smaller, than the second largest order statistic among the \(Y_i\)'s, with respect to the likelihood ratio stochastic order.
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    majorization order
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    weakly majorization order
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    \(p\)-larger order
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    hazard rate order
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