Showing 11 - 20 of 32
The level sets obtained from an equal weights isotonic regression are often of interest. Here we derive the joint distribution of the sizes of the level sets ordered from largest to smallest and show they have the same distribution as three other processes. We also establish some recurrence...
Persistent link: https://www.econbiz.de/10005223329
Persistent link: https://www.econbiz.de/10010238839
Persistent link: https://www.econbiz.de/10001220690
Persistent link: https://www.econbiz.de/10010948352
Persistent link: https://www.econbiz.de/10005375951
Let (Xi, Yi) i=1, 2, ..., n be n independent and identically distributed random variables from some continuous bivariate distribution. If X(r) denotes the rth ordered X-variate then the Y-variate, Y[r], paired with X(r) is called the concomitant of the rth order statistic. In this...
Persistent link: https://www.econbiz.de/10005199827
Some new results are obtained on stochastic orderings between random vectors of spacings from heterogeneous exponential distributions and homogeneous ones. LetD1, ..., Dnbe the normalized spacings associated with independent exponential random variablesX1, ...,Xn, whereXihas hazard...
Persistent link: https://www.econbiz.de/10005199882
In this paper, we introduce a new copula-based dependence order to compare the relative degree of dependence between two pairs of random variables. Relationship of the new order to the existing dependence orders is investigated. In particular, the new ordering is stronger than the partial...
Persistent link: https://www.econbiz.de/10005021323
Let X[lambda]1,...,X[lambda]n be independent random variables such that X[lambda]i has exponential distribution with hazard rate [lambda]i, i=1,...,n. It is shown that [summation operator]i=1nX[lambda]i is more dispersed than [summation operator]i=1nX[lambda]i* if ([lambda]1,...,[lambda]n)...
Persistent link: https://www.econbiz.de/10005143407