Expected difference of order statistics in terms of hazard rate
| Autor: | Tsirelson, Boris |
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| Rok vydání: | 2019 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | 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. Comment: 10 pages |
| Databáze: | arXiv |
| Externí odkaz: |
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