Stochastic monotonicity of the MLEs of parameters in exponential simple step-stress models under Type-I and Type-II censoring

In two recent papers by Balakrishnan et al. (J Qual Technol 39:35-47, 2007; Ann Inst Stat Math 61:251-274, 2009), the maximum likelihood estimators theta(1) and theta(2) of the parameters theta(1) and theta(2) have been derived in the framework of exponential simple step-stress models under Type-II and Type-I censoring, respectively. Here, we prove that these estimators are stochastically monotone with respect to theta(1) and theta(2), respectively, which has been conjectured in these papers and then utilized to develop exact conditional inference for the parameters theta(1) and theta(2). For proving these results, we have established a multivariate stochastic ordering of a particular family of trinomial distributions under truncation, which is also of independent interest.