Characterization of the mixtures of Rayleigh distributions by conditional expectation of order statistics

被引:0
作者
Wen-Chuan Lee
Jong-Wuu Wu
Chun-Te Li
机构
[1] Chang Jung Christian University,Department of International Business
[2] National Chiayi University,Department of Applied Mathematics
来源
Statistical Papers | 2011年 / 52卷
关键词
Characterization; Order statistics; Conditional expectation; Hazard rate function; Mixture; Rayleigh distribution;
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中图分类号
学科分类号
摘要
The mixture of Rayleigh random variables X1and X2 are identified in terms of relations between the conditional expectation of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\left( {X_{2:2}^2 -X_{1:2}^2}\right)^{r}}$$\end{document} given X1:2 (or \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${X_{2:2}^{2k}}$$\end{document} given \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${X_{1:2},\forall k\leq r)}$$\end{document} and hazard rate function of the distribution, where X1:2 and X2:2 denote the corresponding order statistics, r is a positive integer. In addition, we also mention some related theorems to characterize the mixtures of Rayleigh distributions. Finally, we also give an application to Multi-Hit models of carcinogenesis (Parallel Systems) and a simulated example is used to illustrate our results.
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页码:657 / 675
页数:18
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