This paper introduces the concept of generalized conditional spacings and establishes partial order relations between different generalized spacings. First, we derive the survival function of the generalized conditional spacings. Second, we construct the stochastic and hazard rate order relationships between different generalized conditional spacings and generalized normal conditional spacings, considering parent distributions that belong to the decreasing failure rate (DFR) and increasing likelihood rate (ILR) classes. Finally, for parent distributions within the DFR class, we obtain the dispersive order between different conditional spacings, along with an inequality for the variance. Additionally, we present illustrative examples involving Pareto and Gamma distributions.
Citation: Tie Li, Zhengcheng Zhang. Generalized conditional spacings and their stochastic properties[J]. AIMS Mathematics, 2024, 9(9): 23909-23923. doi: 10.3934/math.20241162
This paper introduces the concept of generalized conditional spacings and establishes partial order relations between different generalized spacings. First, we derive the survival function of the generalized conditional spacings. Second, we construct the stochastic and hazard rate order relationships between different generalized conditional spacings and generalized normal conditional spacings, considering parent distributions that belong to the decreasing failure rate (DFR) and increasing likelihood rate (ILR) classes. Finally, for parent distributions within the DFR class, we obtain the dispersive order between different conditional spacings, along with an inequality for the variance. Additionally, we present illustrative examples involving Pareto and Gamma distributions.
[1] | P. Sukhatme, Tests of significance for samples of the $X^2$-population with two degrees of freedom, Ann. Eugen., 8 (1937), 52–56. https://doi.org/10.1111/j.1469-1809.1937.tb02159.x doi: 10.1111/j.1469-1809.1937.tb02159.x |
[2] | R. Pyke, Spacings, J. R. Stat. Soc. Ser. B Stat. Methodol., 27 (1965), 395–436. https://doi.org/10.1111/j.2517-6161.1965.tb00602.x |
[3] | R. Pyke, Spacings revisited, In: Proceedings of the sixth Berkeley symposium on mathematical statistics and probability, 1 (1972), 417–427. |
[4] | S. C. Kochar, S. Kirmani, Some results on normalized spacings from restricted families of distributions, J. Stat. Plan. Inference, 46 (1995), 47–57. https://doi.org/10.1016/0378-3758(94)00095-D doi: 10.1016/0378-3758(94)00095-D |
[5] | B. Khaledi, S. Kochar, Stochastic ordering between distributions and their sample spacings-Ⅱ, Stat. Probab. Lett., 44 (1999), 161–166. https://doi.org/10.1016/S0167-7152(99)00004-8 doi: 10.1016/S0167-7152(99)00004-8 |
[6] | S. C. Kochar, On stochastic ordering between distributions and their sample spacings, Stat. Probab. Lett., 42 (1999), 345–352. https://doi.org/10.1016/S0167-7152(98)00224-7 doi: 10.1016/S0167-7152(98)00224-7 |
[7] | B. Khaledi, S. Kochar, Stochastic properties of spacings in a single-outlier exponential model, Probab. Engrg. Inform. Sci., 15 (2001), 401–408. https://doi.org/10.1017/S0269964801153088 doi: 10.1017/S0269964801153088 |
[8] | S. C. Kochar, Stochastic comparisons of order statistics and spacings: A review, ISRN Probab. Statist., 2012 (2012), 839473. https://doi.org/10.5402/2012/839473 doi: 10.5402/2012/839473 |
[9] | N. Torrado, R. E. Lillo, Likelihood ratio order of spacings from two heterogeneous samples, J. Multivariate Anal., 114 (2013), 338–348. https://doi.org/10.1016/j.jmva.2012.08.015 doi: 10.1016/j.jmva.2012.08.015 |
[10] | J. S. Rao, M. Kuo, Asymptotic results on the Greenwood statistic and some of its generalizations, J. R. Stat. Soc. Ser. B Stat. Methodol., 46 (1984), 228–237. https://doi.org/10.1111/j.2517-6161.1984.tb01292.x doi: 10.1111/j.2517-6161.1984.tb01292.x |
[11] | T. Hu, Y. Wei, Stochastic comparisons of spacings from restricted families of distributions, Stat. Probab. Lett., 53 (2001), 91–99. https://doi.org/10.1016/S0167-7152(01)00044-X doi: 10.1016/S0167-7152(01)00044-X |
[12] | N. Misra, E. C. Meulen, On stochastic properties of m-spacings, J. Statist. Plann. Inference, 115 (2003), 683–697. https://doi.org/10.1016/S0378-3758(02)00157-X doi: 10.1016/S0378-3758(02)00157-X |
[13] | T. Hu, W. Zhuang, Stochastic comparisons of m-spacings, J. Statist. Plann. Inference, 136 (2006), 33–42. https://doi.org/10.1016/j.jspi.2004.06.029 doi: 10.1016/j.jspi.2004.06.029 |
[14] | M. Alimohammadi, M. Esna-Ashari, J. Navarro, Likelihood ratio comparisons and logconvexity properties of $p$-spacings from generalized order statistics, Probab. Engrg. Inform. Sci., 37 (2023), 86–105. http://dx.doi.org/10.1017/S0269964821000498 doi: 10.1017/S0269964821000498 |
[15] | Z. Zhang, L. Yang, Y. Yang, The conditional spacings and their stochastic properties, Stat. Probab. Lett., 186 (2022), 109466. https://doi.org/10.1016/j.spl.2022.109466 doi: 10.1016/j.spl.2022.109466 |
[16] | Z. Zhang, Y. Yang, N. Balakrishnan, On conditional spacings from heterogeneous exponential random variables, Comm. Statist. Simulation Comput., 2023. https://doi.org/10.1080/03610918.2023.2200914 |
[17] | Z. Zhang, N. Balakrishnan, Z. Zhao, On conditional spacings and their properties under coherent system setting, Statistics, 58 (2024), 194–208. https://doi.org/10.1080/02331888.2024.2307873 doi: 10.1080/02331888.2024.2307873 |
[18] | F. Belzunce, M. Franco, J. M. Ruiz, On aging properties based on the residual life of $k$-out-of-$n$ systems, Probab. Engrg. Inform. Sci., 13 (1999), 193–199. https://doi.org/10.1017/S0269964899132054 doi: 10.1017/S0269964899132054 |
[19] | E. T. Salehi, M. Asadi, S. Eryılmaz, On the mean residual lifetime of consecutive $k$-out-of-$n$ systems, TEST, 21 (2012), 93–115. http://dx.doi.org/10.1007/s11749-011-0237-3 doi: 10.1007/s11749-011-0237-3 |
[20] | I. Bairamov, M. Ahsanullah, I. Akhundov, A residual life function of a system having parallel or series structures, J. Stat. Theory Appl., 1 (2002), 119–132. |
[21] | T. Hu, W. Jin, B. Khaledi, Ordering conditional distributions of generalized order statistics, Probab. Engrg. Inform. Sci., 21 (2007), 401–417. https://doi.org/10.1017/S0269964807000046 doi: 10.1017/S0269964807000046 |
[22] | A. Parvardeh, N. Balakrishnan, Conditional residual lifetimes of coherent systems, Stat. Probab. Lett., 83 (2013), 2664–2672. https://doi.org/10.1016/j.spl.2013.08.010 doi: 10.1016/j.spl.2013.08.010 |
[23] | Z. Zhang, Ordering new conditional residual lifetimes of $k$-out-of-$n$ systems, Comm. Statist. Theory Methods, 40 (2011), 1591–1600. https://doi.org/10.1080/03610921003624882 doi: 10.1080/03610921003624882 |
[24] | R. C. H. Cheng, N. A. K. Amin, Maximum product of spacings estimation with application to the lognormal distribution, Math report, 1979. |
[25] | M. Shaked, J. G. Shanthikumar, Stochastic orders, In: Springer series in statistics (SSS), New York: Springer, 2007. https://doi.org/10.1007/978-0-387-34675-5 |
[26] | R. E. Lillo, A. K. Nanda, M. Shaked, Preservation of some likelihood ratio stochastic orders by order statistics, Stat. Probab. Lett., 51 (2001), 111–119. https://doi.org/10.1016/S0167-7152(00)00137-1 doi: 10.1016/S0167-7152(00)00137-1 |
[27] | A. Müller, D. Stoyan, Comparison methods for stochastic models and risks, New York: John Wiley & Sons, 2002. |
[28] | R. E. Barlow, F. Proschan, Statistical theory of reliability and life testing, 1975. |
[29] | A. K. Nanda, M. Shaked, The hazard rate and the reversed hazard rate orders, with applications to order statistics, Ann. Inst. Statist. Math., 53 (2001), 853–864. http://dx.doi.org/10.1023/A:1014677608075 doi: 10.1023/A:1014677608075 |
[30] | J. G. Shanthikumar, D. Yao, Bivariate characterization of some stochastic order relations, Adv. Appl. Probab., 23 (1991), 642–659. https://doi.org/10.2307/1427627 doi: 10.2307/1427627 |