Ordering results of extreme order statistics from heterogeneous Gompertz-Makeham random variables

被引：4

作者：

Majumder, Priyanka ^{[1
,2
]}

Ghosh, Shyamal ^{[1
,3
]}

Mitra, Murari ^{[1
]}

机构：

[1] Indian Inst Engn Sci & Technol, Dept Math, Sibpur, India

[2] Indian Inst Technol, Dept Math, Bombay, Maharashtra, India

[3] Univ Free State, Dept Math Stat & Actuarial Sci, Bloemfontein, South Africa

来源：

STATISTICS | 2020年 / 54卷 / 03期

关键词：

Stochastic orders; Schur-convex; multiple-outlier model; T-transform matrix; multivariate chain majorization; LOCATION-SCALE FAMILY; STOCHASTIC COMPARISONS; PARALLEL SYSTEMS; SAMPLE MINIMUM; SERIES SYSTEMS; POPULATIONS;

D O I：

10.1080/02331888.2020.1750014

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：

Gompertz-Makeham distribution, which is not a member of the location-scale family, has been widely used for describing human mortality, determining policies in insurance, establishing actuarial tables and growth models. In this paper, we study stochastic comparisons for extreme order statistics from independent heterogeneous Gompertz-Makeham samples. The comparisons are carried out in the sense of usual stochastic, hazard rate, reversed hazard rate and likelihood ratio orderings. The effects of the changes in the parameters based on vector majorization and multivariate chain majorization with heterogeneity in two and three parameters have been investigated.

引用

页码：595 / 617

页数：23

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