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Article
On Stochastic Comparisons of Largest Order Statistics in the Scale Model
Mathematics and Statistics Faculty Publications and Presentations
  • Subhash C. Kochar, Portland State University
  • Nuria Torrado, University of Coimbra
Document Type
Post-Print
Publication Date
6-11-2015
Subjects
  • Parallel systems,
  • Random variables,
  • Stochastic orders
Abstract

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.

Description

Archived with author permission, this is the authors manuscript that has been accepted for publication by Taylor & Francis Publishing and embargoed.

The version of record can be found on the publisher web site.

DOI
10.1080/03610926.2014.985839
Persistent Identifier
http://archives.pdx.edu/ds/psu/16185
Citation Information
Subhash C. Kochar and Nuria Torrado, On stochastic comparisons of largest order statistics in the scale model, to appear in Communications in Statistics - Theory and Methods.