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Preservation of some stochastic orders by order statistics

Author

Listed:
  • Lillo Rodríguez, Rosa Elvira
  • Nanda, Asok K.
  • Shaked, Moshe

Abstract

We show that the order statistics, in a sample from a distribution that has a logconcave density function, are ordered in the up shifted likelihood ratio order.We also show that the order statistics from two different collections of random variables are ordered in the up shifted likelihood ratio order or in the regular likelihood ratio order, if the underlying random variables are so ordered. Some results about the down shifted likelihood ratio order are also included in this paper. Finally it is indicated how the results can be applied in reliability theory

Suggested Citation

  • Lillo Rodríguez, Rosa Elvira & Nanda, Asok K. & Shaked, Moshe, 2000. "Preservation of some stochastic orders by order statistics," DES - Working Papers. Statistics and Econometrics. WS 9862, Universidad Carlos III de Madrid. Departamento de Estadística.
  • Handle: RePEc:cte:wsrepe:9862
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    Keywords

    Likelihood ratio order;

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