Work

Expected difference of order statistics in terms of hazard rate

Year: 2019
Type: preprint
Abstract: If the hazard rate $ \frac{ F'(x) }{ 1-F(x) } $ is increasing (in $x$), then $ \mathbb E\, ( X_{n:n} - X_{n-1:n} ) $ is decreasing (in $n$), and moreover, completely monotone.
Language: English
Open Access status: green
OpenAlex ID: W2986948248
Cites: 2
Cited by:
Related to: 10