Hazard rate ordering of the second-order statistics from multiple-outlier PHR samples

被引：14

作者：

Cai, Xiong ^{[1
]}

Zhang, Yiying ^{[2
]}

Zhao, Peng ^{[1
]}

机构：

[1] Jiangsu Normal Univ, Sch Math & Stat, Xuzhou, Peoples R China

[2] Univ Hong Kong, Dept Stat & Actuarial Sci, Pokfulam, Hong Kong, Peoples R China

来源：

STATISTICS | 2017年 / 51卷 / 03期

基金：

中国国家自然科学基金;

关键词：

Hazard rate ordering; multiple-outlier PHR models; majorization order; second-order statistics; FAIL-SAFE SYSTEMS; HETEROGENEOUS EXPONENTIAL COMPONENTS; OF-N SYSTEMS; STOCHASTIC COMPARISONS; PARALLEL SYSTEMS; POPULATIONS; SPACINGS;

D O I：

10.1080/02331888.2016.1265969

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：

In this paper, we compare the hazard rate functions of the second-order statistics arising from two sets of independent multiple-outlier proportional hazard rates (PHR) samples. It is proved that the submajorization order between the sample size vectors together with the supermajorization order between the hazard rate vectors imply the hazard rate ordering between the corresponding second-order statistics from multiple-outlier PHR random variables. The results established here provide theoretical guidance both for the winner's price for the bid in the second-price reverse auction in auction theory and fail-safe system design in reliability. Some numerical examples are also provided for illustration.

引用

页码：615 / 626

页数：12

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