On Stochastic Comparisons of Largest Order Statistics in the Scale Model

被引:25
作者
Kochar, Subhash C. [1 ]
Torrado, Nuria [2 ]
机构
[1] Portland State Univ, Fariborz Maseeh Dept Math & Stat, Portland, OR 97006 USA
[2] Univ Coimbra, Ctr Math, Coimbra, Portugal
关键词
Likelihood ratio order; Reverse hazard rate order; Majorization; Order statistics; HETEROGENEOUS GAMMA COMPONENTS; PARALLEL SYSTEMS; RANDOM-VARIABLES; HAZARD RATE; DISTRIBUTIONS;
D O I
10.1080/03610926.2014.985839
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let X-lambda 1, X-lambda 2, ... ,X-lambda n be independent non negative random variables with X-lambda i similar to F(lambda(i)t), i = 1, ... , n, where lambda(i) > 0, i = 1, ... , n and F is an absolutely continuous distribution. It is shown that, under some conditions, one largest order statistic X-n:n(lambda) n is smaller than another one X-n:n(theta) according to likelihood ratio ordering. Furthermore, we apply these results when F is a generalized gamma distribution which includes Weibull, gamma and exponential random variables as special cases.
引用
收藏
页码:4132 / 4143
页数:12
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