We obtain some new results on normalized spacings of independent exponential random variables with possibly different scale parameters. It is shown that the density functions of the individual normalized spacings in this case are mixtures of exponential distributions and, as a result, they are log-c
Mixtures of exponential distributions and stochastic orders
✍ Scribed by Jarosław Bartoszewicz
- Publisher
- Elsevier Science
- Year
- 2002
- Tongue
- English
- Weight
- 109 KB
- Volume
- 57
- Category
- Article
- ISSN
- 0167-7152
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✦ Synopsis
Mixtures of exponential distributions are treated as the Laplace transforms of mixing distributions. Using results on stochastic orders based on the Laplace transform order relations for the mixtures are derived. Preservation of some stochastic orders under the mixtures is studied.
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