EQUIVALENT CHARACTERIZATIONS ON ORDERINGS OF ORDER STATISTICS AND SAMPLE RANGES

作者：Mao Tiantian^*; Hu Taizhong

来源：Probability in the Engineering and Informational Sciences, 2010, 24(2): 245-262.

DOI：10.1017/S0269964809990258

The purpose of this article is to present several equivalent characterizations of comparing the largest-order statistics and sample ranges of two sets of n independent exponential random variables with respect to different stochastic orders, where the random variables in one set are heterogeneous and the random variables in the other set are identically distributed. The main results complement and extend several known results in the literature. The geometric distribution can be regarded as the discrete counterpart of the exponential distribution. We also study the orderings of the largest-order statistics from geometric random variables and point out similarities and differences between orderings of the largest-order statistics from geometric variables and from exponential variables.

• 出版日期2010
• 单位中国科学技术大学