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arXiv · 1911.06870

Expected difference of order statistics in terms of hazard rate

Boris Tsirelson
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Abstract

If the hazard rate $ \frac{ F'(x) }{ 1-F(x) } $ is increasing (in $x$), then $ \mathbb E\, ( X_{n:n} - X_{n-1:n} ) $ is decreasing (in $n$), and moreover, completely monotone.

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Boris Tsirelson. 2019-11-15. Expected difference of order statistics in terms of hazard rate. https://arxiv.org/abs/1911.06870

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