Journal article
Likelihood ratio order of the second order statistic from independent heterogeneous exponential random variables
Abstract
Let X1,…,Xn be independent exponential random variables with respective hazard rates λ1,…,λn, and let Y1,…,Yn be independent exponential random variables with common hazard rate λ. This paper proves that X2:n, the second order statistic of X1,…,Xn, is larger than Y2:n, the second order statistic of Y1,…,Yn, in terms of the likelihood ratio order if and only if λ≥12n−1(2Λ1+Λ3−Λ1Λ2Λ12−Λ2) with Λk=∑i=1nλik,k=1,2,3. Also, it is shown that X2:n is …
Authors
Zhao P; Li X; Balakrishnan N
Journal
Journal of Multivariate Analysis, Vol. 100, No. 5, pp. 952–962
Publisher
Elsevier
Publication Date
May 2009
DOI
10.1016/j.jmva.2008.09.010
ISSN
0047-259X