On the conjecture of Kochar and Korwar

JOURNAL OF MULTIVARIATE ANALYSIS

卷:101

Article

Torrado, Nuria¹  Lillo, Rosa E.²  Wiper, Michael P.² 

[1] Univ Carlos III Madrid, Dept Stat, Escuela Politecn Super, Madrid, Spain

[2] Univ Carlos III Madrid, Dept Stat, Fac Ciencias Sociales & Jurid, Madrid, Spain

关键词: Heterogeneous exponential distribution;    Hazard rate order;    Normalized spacing;   

DOI  :  10.1016/j.jmva.2009.11.006

来源: Elsevier

【 摘 要 】

In this article, we partially solve a conjecture by Kochar and Korwar (1996) [9] in relation to the normalized spacings of the order statistics of a sample of independent exponential random variables with different scale parameters. In the case of a sample of size n = 3, they proved the ordering of the normalized spacings and conjectured that result holds for all n. We prove this conjecture for n = 4 for both spacings and normalized spacings and generalize some results to n > 4. (C) 2009 Elsevier Inc. All rights reserved.

【 授权许可】

Free