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Multivariate dispersive ordering of spacings of generalized order statistics

✍ Scribed by Weiwei Zhuang; Taizhong Hu

Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
478 KB
Volume
22
Category
Article
ISSN
0893-9659

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✦ Synopsis

The purpose of this paper is to investigate conditions on the underlying distributions and the parameters, on which generalized order statistics are based, to establish the Shaked-Shanthikumar multivariate dispersive ordering of normalized and unnormalized spacings of generalized order statistics from one sample and two samples. Several probability inequalities concerning spacings of generalized order statistics are also given.

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We investigate the almost sure stability of intermediate order statistics of a sample from a multivariate distribution. It is shown that the ordering of the multivariate sample based on an increasing family of conditional quantile surfaces enables us to use a univariate approach. In the univariate c