Likelihood ratio order of the second order statistic from independent heterogeneous exponential random variables
type: Item
instance of: scholarly article
title: Likelihood ratio order of the second order statistic from independent heterogeneous exponential random variables
zbMATH Open document ID: 1167.62048
author: Peng Zhao
author: Xiaohu Li
author: Narayanaswamy Balakrishnan
published in: Journal of Multivariate Analysis
publication date: 2009-03-25T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 62G30
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 62E10
Mathematics Subject Classification ID: 62N99
zbMATH DE Number: 5532887
zbMATH Keywords: majorization order
zbMATH Keywords: weakly majorization order
zbMATH Keywords: \(p\)-larger order
zbMATH Keywords: hazard rate order
reviewed by: Moshe Shaked
MaRDI profile type: Publication
full work available at URL: j.jmva.2008.09.010
OpenAlex ID: W1982984483
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DOI: 10.1016/J.JMVA.2008.09.010
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description: scientific article; zbMATH DE number 5532887