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LIKELIHOOD RATIO AND MEAN RESIDUAL LIFE ORDERS FOR ORDER STATISTICS OF HETEROGENEOUS RANDOM VARIABLES

Published online by Cambridge University Press:  10 April 2001

Taizhong Hu
Affiliation:
Department of Statistics and Finance, University of Science and Technology of China, Hefei, Anhui 230026, People's Republic of China, E-mail: thu@ustc.edu.cn
Zegang Zhu
Affiliation:
Department of Statistics and Finance, University of Science and Technology of China, Hefei, Anhui 230026, People's Republic of China, E-mail: thu@ustc.edu.cn
Ying Wei
Affiliation:
Department of Statistics and Finance, University of Science and Technology of China, Hefei, Anhui 230026, People's Republic of China, E-mail: thu@ustc.edu.cn
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Abstract

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Let X1:n ≤ X2:n ≤ ··· ≤ Xn:n denote the order statistics of a set of independent and not necessarily identically distributed random variables X1,..., Xn. Under mild assumptions, it is shown that Xk−1:n−1lrXk:n for k = 2,..., n if X1lrX2lr ··· ≤lrXn and that Xk:nlrXk:n−1 for k = 1,..., n − 1 if X1lrX2lr ··· ≥lrXn, where ≤lr denotes the likelihood ratio order. Concerning the mean residual life order (≤mrl), it is shown that Xn−1:n−1mrlXn:n if XjmrlXn for j = 1,..., n − 1. Two counterexamples are also given to illustrate that Xk−1:n−1mrlXk:n in this case is, in general, not true for k < n.

Type
Research Article
Copyright
© 2001 Cambridge University Press