Publication: On the Conjecture of Kochar and Korwar
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2009-03
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Abstract
In this paper, we solve for some cases a conjecture by Kochar and Korwar (1996) in
relation with the normalized spacings of the order statistics related to a sample of
independent exponential random variables with different scale parameter. In the case of
a sample of size n=3, they proved the ordering of the normalized spacings and
conjectured that result holds for all n. We give the proof of this conjecture for n=4 and
for both spacing and normalized spacings. We also generalize some results to n>4
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Heterogeneous exponential distribution, Hazard rate order, Normalized