Stochastic properties of spacings in a single-outlier exponential model
Article
Khaledi, BE, Kochar, S. (2001). Stochastic properties of spacings in a single-outlier exponential model
. PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES, 15(3), 401-408. 10.1017/S0269964801153088
Khaledi, BE, Kochar, S. (2001). Stochastic properties of spacings in a single-outlier exponential model
. PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES, 15(3), 401-408. 10.1017/S0269964801153088
Let X1,...,Xn be independent exponential random variables with possibly different scale parameters. Kochar and Korwar [J. Multivar. Anal. 57 (1996)] conjectured that, in this case, the successive normalized spacings are increasing according to hazard rate ordering. In this article, we prove this conjecture in the case of a single-outlier exponential model when all except one of the parameters are identical. We also prove that the spacings are more dispersed and larger in the sense of hazard rate ordering when the vector of scale parameters is more dispersed in the sense of majorization.
