Title of article :
On sample ranges in multiple-outlier models
Author/Authors :
Zhao، نويسنده , , Peng and Zhang، نويسنده , , Yiying، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2012
Abstract :
In this paper, we investigate the ordering properties of sample ranges arising from multiple-outlier models in terms of the reversed hazard rate order and the usual stochastic order. Under the setup of an exponential model, it is shown that the weak majorization order between the two hazard rate vectors is equivalent to the reversed hazard rate order between exponential sample ranges; the p-larger order between two hazard rate vectors implies the usual stochastic order between exponential sample ranges. Under the setup of a proportional hazard rate (PHR) model, we prove that the majorization order between two parameter vectors implies the usual stochastic order between sample ranges. The results established here strengthen and generalize some of the results known in the literature. Some numerical examples are provided to illustrate the theoretical results.
Keywords :
majorization , p-larger , Usual stochastic order , Reversed hazard rate order , Likelihood ratio order
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis