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Preservation of some stochastic orders by order statistics

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URI: https://hdl.handle.net/10016/9862
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ws0014.pdf (194.37 KB)
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2000-02
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Abstract
We show that the order statistics, in a sample from a distribution that has a logconcave density function, are ordered in the up shifted likelihood ratio order.We also show that the order statistics from two different collections of random variables are ordered in the up shifted likelihood ratio order or in the regular likelihood ratio order, if the underlying random variables are so ordered. Some results about the down shifted likelihood ratio order are also included in this paper. Finally it is indicated how the results can be applied in reliability theory
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Likelihood ratio order, DFR, Equilibrium rate, Logconcave and logconvex densities, K-out-of-n reliability systems
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DES - Working Papers. Statistics and Econometrics. WS
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