Multivariate dependence of spacings of generalized order statistics
نویسندگان
چکیده
منابع مشابه
Multivariate Dispersive Ordering of Generalized Order Statistics
The concept of generalized order statistics (GOSs) was introduced as a unified approach to a variety of models of ordered random variables. The purpose of this paper is to investigate condi- tions on the underlying distribution functions and the parameters on which GOSs are based, to establish Shaked-Shanthikumar multivari- ate dispersive ordering of GOSs from one sample and Khaledi-Kochar mu...
متن کاملOn Multivariate Likelihood Ratio Ordering among Generalized Order Statistics and their Spacings
The most of the results obtained about stochastic properties of generalized order statistics and their spacings in the literature are based on equal model parameters. In this paper, with less restrictive conditions on the model parameters, we prove some new multivariate likelihood ratio ordering results between two sub-vectors of GOS's as well as two sub-vectors of $p$-spacings based on two con...
متن کاملOrdering Conditional Distributions of Spacings of Generalized Order Statistics
The purpose of this paper is to investigate conditions on the underlying distribution functions and the parameters, on which the generalized order statistics are based on, to establish the usual stochastic and the likelihood ratio orderings of general p-spacings by conditioning on the right tail of another lower indexed generalized order statistics. Some potential applications are also given.
متن کاملMultivariate Dispersive Ordering of Generalized Order Statistics
The concept of generalized order statistics (GOSs) was introduced as a unified approach to a variety of models of ordered random variables. The purpose of this paper is to investigate conditions on the underlying distribution functions and the parameters on which GOSs are based, to establish Shaked-Shanthikumar multivariate dispersive ordering of GOSs from one sample and Khaledi-Kochar multivar...
متن کاملasymptotic property of order statistics and sample quntile
چکیده: فرض کنید که تابعی از اپسیلون یک مجموع نامتناهی از احتمالات موزون مربوط به مجموع های جزئی براساس یک دنباله از متغیرهای تصادفی مستقل و همتوزیع باشد، و همچنین فرض کنید توابعی مانند g و h وجود دارند که هرگاه امید ریاضی توان دوم x متناهی و امیدریاضی x صفر باشد، در این صورت می توان حد حاصلضرب این توابع را بصورت تابعی از امید ریاضی توان دوم x نوشت. حالت عکس نیز برقرار است. همچنین ما با استفاده...
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2009
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2008.10.008