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arXiv · 1607.06564

On Stochastic Comparisons of Order Statistics from Heterogeneous Exponential Samples

Yaming Yu
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Abstract

We show that the $k$th order statistic from a heterogeneous sample of $n\geq k$ exponential random variables is larger than that from a homogeneous exponential sample in the sense of star ordering, as conjectured by Xu and Balakrishnan (2012). As a consequence, we establish hazard rate ordering for order statistics between heterogeneous and homogeneous exponential samples, resolving an open problem of Pǎltǎnea (2008). Extensions to general spacings are also presented.

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Yaming Yu. 2016-07-22. On Stochastic Comparisons of Order Statistics from Heterogeneous Exponential Samples. https://arxiv.org/abs/1607.06564

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