Resolving an open problem on the hazard rate ordering of p-spacings

Abstract

Let $V_{(r,n,\tilde {m}_n,k)}^{(p)}$ and $W_{(r,n,\tilde {m}_n,k)}^{(p)}$ be the $p$-spacings of generalized order statistics based on absolutely continuous distribution functions $F$ and $G$, respectively. Imposing some conditions on $F$ and $G$ and assuming that $m_1=\cdots =m_{n-1}$, Hu and Zhuang (2006. Stochastic orderings between p-spacings of generalized order statistics from two samples. Probability in the Engineering and Informational Sciences 20: 475) established $V_{(r,n,\tilde {m}_n,k)}^{(p)} \leq _{{\rm hr}} W_{(r,n,\tilde {m}_n,k)}^{(p)}$ for $p=1$ and left the case $p\geq 2$ as an open problem. In this article, we not only resolve it but also give the result for unequal $m_i$'s. It is worth mentioning that this problem has not been proved even for ordinary order statistics so far.