Baha-Eldin Khaledi, Subhash Kochar
2000 Probability in the engineering and informational sciences (Print)  
In this paper, we study the dependence properties of spacings+ It is proved that if X 1 , + + + , X n are exchangeable random variables which are TP 2 in pairs and their joint density is log-convex in each argument, then the spacings are MTP 2 dependent+ Next, we consider the case of independent but nonhomogeneous exponential random variables+ It is shown that in this case, in general, the spacings are not MTP 2 dependent+ However, in the case of a single outlier when all except one parameters
more » ... re equal, the spacings are shown to be MTP 2 dependent and, hence, they are as-sociated+ A consequence of this result is that in this case, the variances of the order statistics are increasing+ It is also proved that in the case of the multiple-outliers model, all consecutive pairs of spacings are TP 2 dependent+
doi:10.1017/s0269964800144055 fatcat:4gdykcmtavbjtkllaobgfjgxq4