On the Lorenz ordering of order statistics from exponential populations and some applications

JOURNAL OF MULTIVARIATE ANALYSIS

卷:127

Article

Da, Gaofeng¹  Xu, Maochao²  Balakrishnan, N.^3,4 

[1] Univ Sci & Technol China, Sch Management, Dept Stat & Finance, Hefei 230026, Anhui, Peoples R China

[2] Illinois State Univ, Dept Math, Normal, IL 61761 USA

[3] McMaster Univ, Dept Math & Stat, Hamilton, ON, Canada

[4] King Abdulaziz Univ, Dept Stat, Jeddah 21413, Saudi Arabia

关键词: Exponential variables;    Heterogeneous variables;    Homogeneous samples;    Lorenz ordering;    Majorization;    Order statistics;    Spacings;    Stochastic orders;    Variance;   

DOI  :  10.1016/j.jmva.2014.02.005

来源: Elsevier

【 摘 要 】

In this paper, the variability of order statistics from heterogeneous random samples is studied. It is shown that, without any restriction on the parameters, the variability of order statistics from heterogeneous exponential samples is always larger than that from homogeneous exponential samples in the sense of Lorenz ordering. Finally, some applications to reliability analysis and auction theory are pointed out. (C) 2014 Elsevier Inc. All rights reserved.

【 授权许可】

Free