Likelihood ratio order of the second order statistic from independent heterogeneous exponential random variables (Q1006675)
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English | Likelihood ratio order of the second order statistic from independent heterogeneous exponential random variables |
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Likelihood ratio order of the second order statistic from independent heterogeneous exponential random variables (English)
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25 March 2009
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Let \(X_1,X_2,\ldots,X_n\) be independent exponential random variables with possibly different hazard rates, and let \(Y_1,Y_2,\ldots,Y_n\) be independent and identically distributed exponential random variables. The authors find necessary and sufficient conditions on the hazard rates of the \(X_i\)'s and of the \(Y_i\)'s under which the second order statistic among the \(X_i\)'s is larger or smaller, than the second largest order statistic among the \(Y_i\)'s, with respect to the likelihood ratio stochastic order.
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majorization order
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weakly majorization order
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\(p\)-larger order
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hazard rate order
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