Stochastic Ordering Of Order Statistics..pdf

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Summary

Independent random variables Xi with parameters λi and Yi with common parameter (λ1 + · · · + λn)/n have order statistics X(1), . . . , X(n) and Y(1), . . . , Y(n) that can be monotonically coupled, meaning there exist random variables X′i, Y′i such that Y′(i) ≤ X′(i) almost surely, if the Xi are exponential or have a decreasing failure rate function r(x) and increasing xr(x). This stochastic ordering allows comparison of epidemic processes with non-uniform infection rates to homogeneous cases.

Description

Independent random variables Xi with parameters λi and Yi with common parameter (λ1 + · · · + λn)/n have order statistics X(1), . . .

Technical Information

  • File Format: PDF
  • File Size: 106 KB
  • Pages: 13
  • Language: EN
  • Total Downloads: 59
  • Last Updated: 1 week ago

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