TY - JOUR
T1 - The total time on test statistics and l1-isotropy
AU - Hayakawa, Yu
PY - 2000/6
Y1 - 2000/6
N2 - In the literature on the total time on test statistics, it is often assumed that the random variables are mutually independent. It is well known that the scaled total time on test statistics of i.i.d. exponential random variables are the order statistics of independent uniform random variables on (0, 1). We show that this is in fact a characterization property of the l1-isotropic sequence of random variables, which includes the sequence of i.i.d. exponential random variables as a special case.
AB - In the literature on the total time on test statistics, it is often assumed that the random variables are mutually independent. It is well known that the scaled total time on test statistics of i.i.d. exponential random variables are the order statistics of independent uniform random variables on (0, 1). We show that this is in fact a characterization property of the l1-isotropic sequence of random variables, which includes the sequence of i.i.d. exponential random variables as a special case.
KW - Berman's Theorem
KW - Exchangeability
KW - L-Isotropy
KW - Total Time on Test Statistics
KW - Total Time on Test Transform
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U2 - 10.1142/S0218539300000122
DO - 10.1142/S0218539300000122
M3 - Article
AN - SCOPUS:33749603942
SN - 0218-5393
VL - 7
SP - 143
EP - 151
JO - International Journal of Reliability, Quality and Safety Engineering
JF - International Journal of Reliability, Quality and Safety Engineering
IS - 2
ER -