Likelihood ratio ordering of order statistics

✍ Scribed by Chunsheng Ma

• Publisher: Elsevier Science
• Year: 1998
• Tongue: English
• Weight: 78 KB
• Volume: 70
• Category: Article
• ISSN: 0378-3758
• DOI: 10.1016/s0378-3758(97)00189-4

✦ Synopsis

This paper provides an improvement on the work of Bapat and Kochar (1994, Linear Algebra Appl., 199, 281-291) and strengthens the literature on the likelihood ratio ordering of order statistics. For independent (but possibly nonidentically distributed) absolutely continuous random variables X 1; : : : ; Xn, it is shown under some weak conditions that X1:n6 lr • • • 6 lr Xn:n; where 6 lr stands for the likelihood ratio ordering and X k:n represents the kth-order statistic.