×

On stochastic comparisons of minimum order statistics from the location-scale family of distributions. (English) Zbl 1390.60072

Summary: We consider stochastic comparisons of minimum order statistics from the location-scale family of distributions that contain most of the popular lifetime distributions. Under certain assumptions, we show that the minimum order statistic of one set of random variables dominates that of another set of random variables with respect to different stochastic orders. Furthermore, we illustrate our results using some well-known specific distributions.

MSC:

60E15 Inequalities; stochastic orderings
Full Text: DOI

References:

[1] Balakrishnan N, Rao CR (eds) (1998a) Handbook of statistics. In: Order statistics: theory and methods, vol 16. Elsevier, Amsterdam · Zbl 1408.90111
[2] Balakrishnan N, Rao CR (eds) (1998b) Handbook of statistics. In: Order statistics: applications, vol 17. Elsevier, Amsterdam · Zbl 1275.62046
[3] Balakrishnan N, Zhao P (2013a) Ordering properties of order statistics from heterogeneous populations: a review with an emphasis on some recent developments. Probab Eng Inf Sci 27:403-443 · Zbl 1288.60023
[4] Balakrishnan N, Zhao P (2013b) Hazard rate comparison of parallel systems with heterogeneous gamma components. J Multivar Anal 113:153-160 · Zbl 1253.60022
[5] Barmalzan G, Najafabadi ATP, Balakrishnan N (2017) Orderings for series and parallel systems comprising heterogeneous exponentiated Weibull-geometric components. Commun Stat Theory Methods. https://doi.org/10.1080/03610926.2016.1222432 · Zbl 1386.60071 · doi:10.1080/03610926.2016.1222432
[6] Bon JL, Păltănea E (2006) Comparisons of order statistics in random sequence to the same statistics with i.i.d. variables. ESIAM Probab Stat 10:1-10 · Zbl 1186.90042 · doi:10.1051/ps:2005020
[7] Ding W, Yang J, Ling X (2017) On the skewness of extreme order statistics from heterogeneous samples. Commun Stat Theory Methods 46:2315-2331 · Zbl 1360.90108 · doi:10.1080/03610926.2015.1041984
[8] Fang R, Li X (2017) Ordering extremes of independent random variables. Commun Stat Theory Methods. https://doi.org/10.1080/03610926.2017.1371754 · Zbl 1508.60024 · doi:10.1080/03610926.2017.1371754
[9] Finkelstein M (2008) Failure rate modeling for reliability and risk. Springer, London · Zbl 1194.90001
[10] Finkelstein M, Cha JH (2013) Stochastic modeling for reliability. Springer, London · Zbl 1271.90002 · doi:10.1007/978-1-4471-5028-2
[11] Gupta N, Patra LK, Kumar S (2015) Stochastic comparisons in systems with Frèchet distributed components. Oper Res Lett 43:612-615 · Zbl 1408.90111 · doi:10.1016/j.orl.2015.09.009
[12] Hazra NK (2016) On some stochastic orders and their applications in system reliability. Lambert Academic Publishing, Saarbrücken
[13] Hazra NK, Kuiti MR, Finkelstein M, Nanda AK (2017) On stochastic comparisons of maximum order statistics from the location-scale family of distributions. J Multivar Anal 160:31-41 · Zbl 1381.60062 · doi:10.1016/j.jmva.2017.06.001
[14] Khaledi BE, Farsinezhad S, Kochar SC (2011) Stochastic comparisons of order statistics in the scale model. J Stat Plan Inference 141:276-286 · Zbl 1207.62108 · doi:10.1016/j.jspi.2010.06.006
[15] Kochar SC, Torrado N (2015) On stochastic comparisons of largest order statistics in the scale model. Commun Stat Theory Methods 44:4132-4143 · Zbl 1333.62133 · doi:10.1080/03610926.2014.985839
[16] Kochar S, Xu M (2007) Stochastic comparisons of parallel systems when components have proportional hazard rates. Probab Eng Inf Sci 21:597-609 · Zbl 1142.62084 · doi:10.1017/S0269964807000344
[17] Kundu A, Chowdhury S, Nanda AK, Hazra NK (2016) Some results on majorization and their applications. J Comput Appl Math 301:161-177 · Zbl 1382.60040 · doi:10.1016/j.cam.2016.01.015
[18] Li C, Li X (2016) Relative ageing of series and parallel systems with statistically independent and heterogeneous component lifetimes. IEEE Trans Reliab 65:1014-1021 · doi:10.1109/TR.2015.2512226
[19] Li C, Fang R, Li X (2016) Stochastic comparisons of order statistics from scaled and independent random variables. Metrika 79:553-578 · Zbl 1357.62207 · doi:10.1007/s00184-015-0567-3
[20] Marshall AW, Olkin I (2007) Life distributions. Springer, New York · Zbl 1304.62019
[21] Marshall AW, Olkin I, Arnold BC (2011) Inequalities: theory of majorization and its applications. Springer series in statistics. Springer, New York · Zbl 1219.26003 · doi:10.1007/978-0-387-68276-1
[22] Mitrinović DS, Pec̆aric̀ JE, Fink AM (1993) Classical and new inequalities in analysis. Kluwer Academic Publishers, Dordrecht · Zbl 0771.26009 · doi:10.1007/978-94-017-1043-5
[23] Mudholkar GS, Srivastava DK, Freimer M (1995) The exponentiated Weibull family: a reanalysis of the bus-motor-failure data. Technometrics 37:436-445 · Zbl 0900.62531 · doi:10.1080/00401706.1995.10484376
[24] Pledger, P.; Proschan, F.; Rustagi, JS (ed.), Comparisons of order statistics and of spacings from heterogeneous distributions, 89-113 (1971), New York · Zbl 0263.62062
[25] Proschan F, Sethuraman J (1976) Stochastic comparisons of order statistics from heterogeneous populations, with applications in reliability. J Multivar Anal 6:608-616 · Zbl 0346.60058 · doi:10.1016/0047-259X(76)90008-7
[26] Shaked M, Shanthikumar JG (2007) Stochastic orders. Springer, New York · Zbl 0806.62009 · doi:10.1007/978-0-387-34675-5
[27] Torrado N (2015a) Comparisons of smallest order statistics from Weibull distributions with different scale and shape parameters. J Korean Stat Soc 44:68-76 · Zbl 1311.62073
[28] Torrado N (2015b) On magnitude orderings between smallest order statistics from heterogeneous beta distributions. J Math Anal Appl 426:824-838 · Zbl 1310.62063
[29] Torrado N (2017) Stochastic comparisons between extreme order statistics from scale models. Statistics. https://doi.org/10.1080/02331888.2017.1316505 · Zbl 1440.62165 · doi:10.1080/02331888.2017.1316505
[30] Torrado N, Veerman JPP (2012) Asymptotic reliability theory of \[k\] k-out-of-\[n\] n systems. J Stat Plan Inference 142:2646-2655 · Zbl 1260.62079 · doi:10.1016/j.jspi.2012.03.015
[31] Zhao P, Balakrishnan N (2011) New results on comparison of parallel systems with heterogeneous gamma components. Stat Probab Lett 81:36-44 · Zbl 1221.60025 · doi:10.1016/j.spl.2010.09.016
[32] Zhao P, Balakrishnan N (2012) Stochastic comparison of largest order statistics from multiple-outlier exponential models. Probab Eng Inf Sci 26:159-182 · Zbl 1275.62046 · doi:10.1017/S0269964811000313
[33] Zhao P, Li X, Balakrishnan N (2009) Likelihood ratio order of the second order statistic from independent heterogeneous exponential random variables. J Multivar Anal 100:952-962 · Zbl 1167.62048 · doi:10.1016/j.jmva.2008.09.010
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.