✦ LIBER ✦
An arrangement increasing property of the Marshall-Olkin bivariate exponential
✍ Scribed by Philip J. Boland
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 215 KB
- Volume
- 37
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
✦ Synopsis
A real-valued function g of two vector arguments u and r is said to be arrangement increasing if it increases in value as the components of u and v become more similarly arranged. Let X = (Xl, X2) have the Marshall-Olkin bivariate exponential distribution with parameters 21, 22 and 212. If 0i = 1/2g for i = 1,2, then it is shown that R = clXl + czX2 is stochastically arrangement increasing in c = (el,c2) and 0 = (01,02).