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Article
Dependence Comparisons of Order Statistics in the Proportional Hazards Model
Probability in Engineering and Information Sciences
  • Subhash C. Kochar, Portland State University
Document Type
Article
Publication Date
3-17-2022
Subjects
  • Probability and statistics
Abstract

Let X1,…,Xn be mutually independent exponential random variables with distinct hazard rates λ1,…,λn > 0 and let Y1,…,Yn be a random sample from the exponential distribution with hazard rate $\bar \lmd = \sum_{i=1}^n \lmd_i/n$. Also let X1:n < ⋯ < Xn:n and Y1:n < ⋯ < Yn:n be their associated order statistics. It is shown that for 1 i < j n, the generalized spacing Xj:n - X i:n is more dispersed than Yj:n− Yi:n according to dispersive ordering. This result is used to solve a long standing open problem that for 2 ≤ i n the dependence of Xi:n on X1:n is less than that of Yi:n on Y1:n, in the sense of the more stochastically increasing. This dependence result is also extended to the PHR model. This extends the earlier work of {\em Genest, Kochar and Xu}[ J.\ Multivariate Anal.\ {\bf 100} (2009) \ 1587-1592] who proved this result for i=n.

Rights

© The Author, 2022. Published by Cambridge University Press. This is an Open Access article, distributed under the terms of the Creative Commons Attribution licence (http://creativecommons.org/licenses/by/4.0), which permits unrestricted re-use, distribution and reproduction, provided the original article is properly cited.

DOI
10.1017/S0269964822000146
Persistent Identifier
https://archives.pdx.edu/ds/psu/37228
Citation Information
Kochar, Subhash C., (2022). [PRE-PRINT] "Dependence Comparisons of Order Statistics in the Proportional Hazards Model," To be published in Probability in Engineering and Information Sciences.