A Note on a Characterization of the Exponential Distribution Based on a Type II Censored Sample
Xu, Jian-Lun ; Yang, Grace L.
Ann. Statist., Tome 23 (1995) no. 6, p. 769-773 / Harvested from Project Euclid
Let $X_{(1)} \leq X_{(2)} \leq \cdots \leq X_{(n)}$ be the order statistics of a random sample of $n$ lifetimes. The total-time-on-test statistic at $X_{(i)}$ is defined by $S_{i,n} = \sum^i_{j = 1}(n - j + 1)(X_{(j)} - X_{(j - 1)}), 1 \leq i \leq n$. A type II censored sample is composed of the $r$ smallest observations and the remaining $n - r$ lifetimes which are known only to be at least as large as $X_{(r)}$. Dufour conjectured that if the vector of proportions $(S_{1,n}/S_{r,n}, \ldots, S_{r - 1,n}/S_{r,n})$ has the distribution of the order statistics of $r - 1$ uniform(0, 1) random variables, then $X_1$ has an exponential distribution. Leslie and van Eeden proved the conjecture provided $n - r$ is no longer than $(1/3)n - 1$. It is shown in this note that the conjecture is true in general for $n \geq r \geq 5$. If the random variable under consideration has either NBU or NWU distribution, then it is true for $n \geq r \geq 2, n \geq 3$. The lower bounds obtained here do not depend on the sample size.
Publié le : 1995-06-14
Classification:  Characterization,  exponential distribution,  type II right-censored data,  62E10,  62E15
@article{1176324621,
     author = {Xu, Jian-Lun and Yang, Grace L.},
     title = {A Note on a Characterization of the Exponential Distribution Based on a Type II Censored Sample},
     journal = {Ann. Statist.},
     volume = {23},
     number = {6},
     year = {1995},
     pages = { 769-773},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176324621}
}
Xu, Jian-Lun; Yang, Grace L. A Note on a Characterization of the Exponential Distribution Based on a Type II Censored Sample. Ann. Statist., Tome 23 (1995) no. 6, pp.  769-773. http://gdmltest.u-ga.fr/item/1176324621/