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Balakrishnan, Narayanaswamy; Chen, Jianbin; Zhang, Yiying; Zhao, Peng

Comparisons of sample ranges arising from multiple-outlier models: in memory of Moshe Shaked. (English) Zbl 07629439

Probab. Eng. Inf. Sci. 33, No. 1, 28-49 (2019).
Summary: In this paper, we discuss the ordering properties of sample ranges arising from multiple-outlier exponential and proportional hazard rate (PHR) models. The purpose of this paper is twofold. First, sufficient conditions on the parameter vectors are provided for the reversed hazard rate order and the usual stochastic order between the sample ranges arising from multiple-outlier exponential models with common sample size. Next, stochastic comparisons are separately carried out for sample ranges arising from multiple-outlier exponential and PHR models with different sample sizes as well as different hazard rates. Some numerical examples are also presented to illustrate the results established here.

MSC:

62-XX Statistics
60-XX Probability theory and stochastic processes

Keywords:

multiple-outlier models; PHR models; \(p\)-larger order; reversed hazard rate order; sample range; usual stochastic order

Biographic References:

Shaked, Moshe
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References:

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