Ordering Properties of Minima from Multiple-Outlier Models
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Abstract
In this paper, we compare the smallest order statistics arising from multiple-outlier models when the numbers of independent and identically distributed random variables are different. Let and denote the smallest order statistics among , and , respectively, where and . We then prove that and are ordered in terms of the usual stochastic order, hazard rate order and likelihood ratio order under the majorization relationship between and .
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