Hostname: page-component-586b7cd67f-r5fsc Total loading time: 0 Render date: 2024-11-23T20:24:23.703Z Has data issue: false hasContentIssue false

STOCHASTIC PROPERTIES OF p-SPACINGS OF GENERALIZED ORDER STATISTICS

Published online by Cambridge University Press:  23 March 2005

Taizhong Hu
Affiliation:
Department of Statistics and Finance, University of Science and Technology of China, Hefei, Anhui 230026, People's Republic of China, E-mail: thu@ustc.edu.cn; weizh@mail.ustc.edu.cn
Weiwei Zhuang
Affiliation:
Department of Statistics and Finance, University of Science and Technology of China, Hefei, Anhui 230026, People's Republic of China, E-mail: thu@ustc.edu.cn; weizh@mail.ustc.edu.cn

Abstract

The concept of generalized order statistics was introduced as a unified approach to a variety of models of ordered random variables. The purpose of this article is to investigate the conditions on the parameters that enable one to establish several stochastic comparisons of general p-spacings for a subclass of generalized order statistics in the likelihood ratio and the hazard rate orders. Preservation properties of the logconvexity and logconcavity of p-spacings are also given.

Type
Research Article
Copyright
© 2005 Cambridge University Press

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

AL-Hussaini, E.K. & Ahmd, A.E. (2003). On Bayesian predictive distributions of generalized order statistics. Metrika 57: 165176.Google Scholar
Balakrishnan, N., Cramer, E., & Kamps, U. (2001). Bounds for means and variances of progressive type II censored order statistics. Statistics and Probability Letters 54: 301315.Google Scholar
Barlow, R.E. & Proschan, F. (1966). Inequalities for linear combinations of order statistics from restricted families. Annals of Mathematical Statistics 37: 15741592.Google Scholar
Barlow, R.E. & Proschan, F. (1975). Statistical theory of reliability and life testing. New York: Holt, Rinehart, and Winston.
Belzunce, F., Lillo, R.E., Ruiz, J.M., & Shaked, M. (2001). Stochastic comparisons of nonhomogeneous processes. Probability in the Engineering and Informational Sciences 15: 199224.Google Scholar
Belzunce, F., Mercader, J.A., & Ruiz, J.M. (2005). Stochastic comparisons of generalized order statistics. Probability in the Engineering and Informational Sciences 19: 99120.Google Scholar
Block, H.W., Savits, T.H., & Singh, H. (1998). The reversed hazard rate function. Probability in the Engineering and Informational Sciences 12: 6990.Google Scholar
Chandra, N.K. & Roy, D. (2001). Some results on reversed hazard rate. Probability in the Engineering and Informational Sciences 15: 95102.Google Scholar
Cramer, E. & Kamps, U. (2001). Sequential k-out-of-n systems. In: N. Balakrishnan & C.R. Rao (eds.), Handbook of statistics: Advances in reliability, Vol. 20. Amsterdam: Elsevier, pp. 301372.
Cramer, E., Kamps, U., & Rychlik, T. (2002). On the existence of moments of generalized order statistics. Statistics and Probability Letters 59: 397404.Google Scholar
Eaton, M.L. (1982). A review of selected topics in multivariate probability inequalities. Annals of Statistics 10: 1143.Google Scholar
Franco, M., Ruiz, J.M., & Ruiz, M.C. (2002). Stochastic orderings between spacings of generalized order statistics. Probability in the Engineering and Informational Sciences 16: 471484.Google Scholar
Gajek, L. & Okolewski, A. (2000). Sharp bounds on moments of generalized order statistics. Metrika 52: 2743.Google Scholar
Gupta, R.C. & Kirmani, S.N.U.A. (1988). Closure and monotonicity properties of nonhomogeneous Poisson processes and record values. Probability in the Engineering and Informational Sciences 2: 475484.Google Scholar
Hu, T. & Wei, Y. (2001). Stochastic comparisons of spacings from restricted families of distributions. Statistics and Probability Letters 53: 9199.Google Scholar
Hu, T. & Zhuang, W. (2005). Stochastic comparisons of m-spacings. Journal of Statistical Planning and Inference (to appear).Google Scholar
Kamps, U. (1995). A concept of generalized order statistics. Stuttgart: Teubner.CrossRef
Kamps, U. (1995). A concept of generalized order statistics. Journal of Statistical Planning and Inference 48: 123.CrossRefGoogle Scholar
Keseling, C. (1999). Conditional distributions of generalized order statistics and some characterizations. Metrika 49: 2740.Google Scholar
Khaledi, B.E. & Kochar, S.C. (1999). Stochastic orderings between distributions and their sample spacings—II. Statistics and Probability Letters 44: 161166.Google Scholar
Kochar, S.C. (1999). On stochastic orderings between distributions and their sample spacings. Statistics and Probability Letters 42: 345352.Google Scholar
Misra, N. & van der Meulen, E.C. (2003). On stochastic properties of m-spacings. Journal of Statistical Planning and Inference 115: 683697.Google Scholar
Müller, A. & Stoyan, D. (2002). Comparison methods for stochastic models and risks. West Sussex, UK: Wiley.
Nasri-Roudsari, D. (1996). Extreme value theory of generalized order statistics. Journal of Statistical Planning and Inference 55: 281297.Google Scholar
Pellerey, F., Shaked, M., & Zinn, J. (2000). Nonhomogeneous Poisson processes and logconcavity. Probability in the Engineering and Informational Sciences 14: 353373.Google Scholar
Sengupta, D. & Nanda, A.K. (1999). Log-concave and concave distributions in reliability. Naval Research Logistics 46: 419433.Google Scholar
Shaked, M. & Shanthikumar, J.G. (1994). Stochastic orders and their applications. New York: Academic Press.