Some new results on multivariate dispersive ordering of generalized order statistics

Some new results on multivariate dispersive ordering of generalized order statistics
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广义序统计多元离散序的一些新结果

DOI:
10.1016/j.jmva.2009.08.007
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发表时间:
2010-04
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:
Xie, Hongmei;Hu, Taizhong

文献摘要

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设{X1,n,X2,n,...,Xn,n}是基于参数为k和(m1,...,mn −1)的连续分布函数F的广义顺序统计量。Chen和Hu(2007)[8]研究了关于F和参数k和mi使得(X 0,n,X1,n,...,Xn−1,n)≤disp(X1,n+1,X2,n+1,...,Xn,n+1)≤ disp(X1,n,X2,n,...,Xn,n)的充分条件,其中X 0,n 0,≤ disp是Shaked-Shanthikumar多元色散阶。由于阶≤ disp在边缘化下不具有封闭性,人们自然会想,上述随机向量的相应多元边缘是否也按阶≤disp排序。本文对此作了肯定的回答。给出了两个样本广义次序统计量的一些比较结果。还提到了潜在的应用。
Let {X1,n∗,X2,n∗,…,Xn,n∗} be generalized order statistics based on a continuous distribution function F with parameters k and (m1,…,mn−1). Chen and Hu (2007) [8] investigated the sufficient conditions on F and on the parameters k and mi’s such that (X0,n∗,X1,n∗,…,Xn−1,n∗)≤disp(X1,n+1∗,X2,n+1∗,…,Xn,n+1∗)≤disp(X1,n∗,X2,n∗,…,Xn,n∗), where X0,n∗≡0, and ≤dispis the Shaked–Shanthikumar multivariate dispersive order. Since the order ≤dispdoes not possess the closure property under marginalization, one may naturally wonder whether the corresponding multivariate margins of the above random vectors are also ordered in the order ≤disp. This is answered affirmatively in this paper. Some comparison results for generalized order statistics from two samples are presented. Potential applications are also mentioned.
DOI: --
发表时间: 2007-03
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