几何分布样本间隔的似然比序.docVIP

几何分布样本间隔的似然比序 张艺赢 , 赵鹏 兰州大学数学与统计学院，兰州　730000 摘要：文献中，对于指数分布的样本间隔已有大量的研究结果。众所周知，几何分布是指数分 布的离散对应情形，但目前为止尚未见到几何分布的样本间隔的任何结果。本文在似然比序意 义下研究了几何分布的样本间隔的随机比较问题，具体来说，我们建立了如下结果：当两组几 何参数向量满足弱超优序时，其对应的样本间隔之间满足似然比序，此结果实际上与指数情形 是相互对应的。 关键词：几何分布; 样本间隔；似然比序；超优序 中图分类号： O211.9 Likelihood Ratio Order on Sample Ranges of Geometric distribution ZHANG Yiying , ZHAO Peng School of Mathematics and Statistics, Lanzhou University, Lanzhou 730000 Abstract: In the literature, there exists much work on sample ranges from exponential distributions. It is well known that the geometric distribution is the discrete counterpart of exponential distribution. However, there is no any result on sample ranges so far. In this paper, we investigate the likelihood ratio order of sample ranges arising from geometric distribution. Speci?cally, it is shown that, if the weak majorization order holds between the two parameter vectors, then the likelihood ratio order holds between the corresponding geometric sample ranges. This result established here actually corresponds to the exponential case. Key words: Geometric distribution; Sample ranges; Likelihood ratio order; Majorization  0  Introduction  Order statistics and those statistics having a close relation to order statistics play a promi- nent role in many areas of probability and statistics. In particular, spacings are of great interest 基金项目： National Natural Science Foundation of China ，Research Fund for the Doctoral Program of Higher Education (20090211120019). 作 者 简 介： ZHANG Yiying（1988-），male，Master student，major research direction：Applied Probability and Statistics. Correspondence author：ZHAO Peng（1980-），male，associate professor，major research direction： Applied Probability and Statistics, reliability theory, statistical inference. -2- in many areas such as goodness-of-?t tests, reliability theory, auction theory, actuarial science, life testing, operations research, information sciences, and many other areas. One may re- fer to Balakrishn