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TP2 DEPENDENCE OF SAMPLE SPACINGS WITH APPLICATIONS

Published online by Cambridge University Press:  19 March 2008

Xiaohu Li
Affiliation:
School of Mathematics and Statistics, Lanzhou UniversityLanzhou 730000, China E-mail: [email protected]
Xiaoxiao Hu
Affiliation:
School of Mathematics and Statistics, Lanzhou UniversityLanzhou 730000, China E-mail: [email protected]
Zhouping Li
Affiliation:
School of Mathematics and Statistics, Lanzhou UniversityLanzhou 730000, China E-mail: [email protected]

Abstract

This article investigates TP2 dependence of sample spacings. It is proved that TP2 (RR2) dependence between a general spacing and a nonadjacent order statistic might be characterized by the DLR (ILR) property of the parent distribution, and TP2 dependence between any pair of consecutive spacings might be characterized by the DLR aging property of the population. Furthermore, TP2 dependence between any two consecutive spacings in multiple outliers exponential models is also derived. In addition, some applications in reliability and business auction are presented as well.

Type
Research Article
Copyright
Copyright © Cambridge University Press 2008

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