Stochastic properties of INID progressive Type-II censored order statistics

Stochastic properties of INID progressive Type-II censored order statistics
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INID 渐进式 II 类删失阶次统计的随机特性

DOI:
10.1016/j.jmva.2009.10.007
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发表时间:
2010-07
影响因子:
1.6
通讯作者:
Hu, Taizhong
Hu, Taizhong
中科院分区:
数学2区
文献类型:
--
作者:
Mao, Tiantian;Hu, Taizhong

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设X1:n≤X2:n≤ K1 ≤Xn:n表示独立但不一定同分布的随机变量X1,X2,.,Xn的顺序统计量,设K1,K2是两个独立于{X1,.,Xn}的整数值随机变量,使得1≤K1≤K2≤n.证明了若K1具有对数凹概率函数,且SI(K2| K1)则RTI [公式:见正文],如果K2具有对数凹概率函数且SI(K1| K2)然后是LTD [公式:见正文],其中SI、RTI和LTD是二元正相关的三个概念。在此基础上,我们得到RTI(Xj:m,nR| Xi:m,nR)和LTD(Xi:m,nR| Xj:m,nR),其中{X1:m,nR,.,Xm:m,nR}是来自INID随机变量{X1,.,Xn}的渐进II型截尾顺序统计量。此外,还给出了渐进定数截尾顺序统计量的似然比排序的一个结果。
Let X1:n≤X2:n≤⋯≤Xn:ndenote the order statistics of random variables X1,X2,…,Xnwhich are independent but not necessarily identically distributed (INID), and let K1,K2be two integer-valued random variables, independent of {X1,…,Xn}, such that 1≤K1≤K2≤n. It is shown that if K1has a log-concave probability function and SI(K2|K1) then RTI [Formula: see text] , and if K2has a log-concave probability function and SI(K1|K2) then LTD [Formula: see text] , where SI, RTI and LTD are three notions of bivariate positive dependence. Based on these, we obtain that RTI(Xj:m,nR|Xi:m,nR) and LTD(Xi:m,nR|Xj:m,nR) whenever 1≤i<j≤m, where {X1:m,nR,…,Xm:m,nR} are progressive Type-II censored order statistics from INID random variables {X1,…,Xn}. Furthermore, one result concerning the likelihood ratio ordering of the progressive Type-II censored order statistics is also given.
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