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ORDER STATISTICS FROM DEPENDENT, COMPLETELY MONOTONE DISTRIBUTIONS

Published online by Cambridge University Press:  30 April 2009

Mark Brown
Mark Brown
Affiliation:
Department of Mathematics, The City College, CUNY, New York, NY 10031 E-mail: cybergarf@aol.com
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Abstract

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We consider order statistics corresponding to X1, …, Xn, where $X_{i} \sim \lambda_{i}^{-1} \cal{E}$, i = 1, …, n, ℰ1, …, ℰn are independent and identically distributed exponentials with mean 1, and λ1, …, λn are possibly dependent, possibly nonidentically distributed, positive random variables, with $E\lambda_{i}^{-1} < \infty$. Thus, λ1, …, λn, can be interpreted as random failure rates, and their dependency might be due to common environmental factors.

Information

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 23 , Issue 3 , July 2009 , pp. 449 - 455
Copyright
Copyright © Cambridge University Press 2009

References

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