Hostname: page-component-78c5997874-8bhkd Total loading time: 0 Render date: 2024-11-10T14:53:08.478Z Has data issue: false hasContentIssue false

ORDERING RESULTS ON EXTREMES OF EXPONENTIATED LOCATION-SCALE MODELS

Published online by Cambridge University Press:  18 October 2019

Sangita Das
Affiliation:
Department of Mathematics, National Institute of Technology Rourkela, Rourkela 769008, India E-mail: sangitadas118@gmail.com, kayals@nitrkl.ac.in, suchandan.kayal@gmail.com, dc.iit12@gmail.com
Suchandan Kayal
Affiliation:
Department of Mathematics, National Institute of Technology Rourkela, Rourkela 769008, India E-mail: sangitadas118@gmail.com, kayals@nitrkl.ac.in, suchandan.kayal@gmail.com, dc.iit12@gmail.com
Debajyoti Choudhuri
Affiliation:
Department of Mathematics, National Institute of Technology Rourkela, Rourkela 769008, India E-mail: sangitadas118@gmail.com, kayals@nitrkl.ac.in, suchandan.kayal@gmail.com, dc.iit12@gmail.com

Abstract

In this paper, we consider exponentiated location-scale model and obtain several ordering results between extreme order statistics in various senses. Under majorization type partial order-based conditions, the comparisons are established according to the usual stochastic order, hazard rate order and reversed hazard rate order. Multiple-outlier models are considered. When the number of components are equal, the results are obtained based on the ageing faster order in terms of the hazard rate and likelihood ratio orders. For unequal number of components, we develop comparisons according to the usual stochastic order, hazard rate order, and likelihood ratio order. Numerical examples are considered to illustrate the results.

Type
Research Article
Copyright
Copyright © Cambridge University Press 2019

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

1.Arnold, B.C., Balakrishnan, N., & Nagaraja, H.N. (1992). A first course in order statistics, Unabridged republication of the 1992 original. Classics in Applied Mathematics. Philadelphia, PA, 2008. Vol. 54, SIAM.Google Scholar
2.Balakrishnan, N. (2007). Permanents, order statistics, outliers, and robustness. Revista Matemática Complutense 20(1): 7107.CrossRefGoogle Scholar
3.Balakrishnan, N., Barmalzan, G., & Haidari, A. (2014). On usual multivariate stochastic ordering of order statistics from heterogeneous beta variables. Journal of Multivariate Analysis 127: 147150.CrossRefGoogle Scholar
4.Balakrishnan, N., Haidari, A., & Masoumifard, K. (2015). Stochastic comparisons of series and parallel systems with generalized exponential components. IEEE Transactions on Reliability 64(1): 333348.CrossRefGoogle Scholar
5.Balakrishnan, N., Nanda, P., & Kayal, S. (2018). Ordering of series and parallel systems comprising heterogeneous generalized modified Weibull components. Applied Stochastic Models in Business and Industry. https://doi.org/10.1002/asmb.2353.CrossRefGoogle Scholar
6.Balakrishnan, N. & Torrado, N. (2016). Comparisons between largest order statistics from multiple-outlier models. Statistics 50(1): 176189.CrossRefGoogle Scholar
7.Barlow, R.E. & Proschan, F. (1964). Comparison of replacement policies, and renewal theory implications. The Annals of Mathematical Statistics 35(2): 577589.CrossRefGoogle Scholar
8.Barmalzan, G., Payandeh Najafabadi, A.T., & Balakrishnan, N. (2017). Ordering properties of the smallest and largest claim amounts in a general scale model. Scandinavian Actuarial Journal 2017(2): 105124.CrossRefGoogle Scholar
9.Bashkar, E., Torabi, H., Dolati, A., & Belzunce, F. (2017). A new notion of majorization with applications to the comparison of extreme order statistics, arXiv preprint arXiv:1704.03656.Google Scholar
10.Bäuerle, N. & Bayraktar, E. (2014). A note on applications of stochastic ordering to control problems in insurance and finance. Stochastics An International Journal of Probability and Stochastic Processes 86(2): 330340.CrossRefGoogle Scholar
11.Boland, P.J., El-Neweihi, E., & Proschan, F. (1994). Applications of the hazard rate ordering in reliability and order statistics. Journal of Applied Probability 31(1): 180192.CrossRefGoogle Scholar
12.Chowdhury, S. & Kundu, A. (2017). Stochastic comparison of parallel systems with log-Lindley distributed components. Operations Research Letters 45(3): 199205.CrossRefGoogle Scholar
13.David, H.A. & Nagaraja, H.N. (2004). Order statistics. Encyclopedia of Statistical Sciences 10: 2943.Google Scholar
14.Denuit, M. & Lefevre, C. (1997). Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences. Insurance: Mathematics and Economics 20(3): 197213.Google Scholar
15.Denuit, M. & Vermandele, C. (1999). Lorenz and excess wealth orders, with applications in reinsurance theory. Scandinavian Actuarial Journal 1999(2): 170185.CrossRefGoogle Scholar
16.Dolati, A., Towhidi, M., & Shekari, M. (2011). Stochastic and dependence comparisons between extreme order statistics in the case of proportional reversed hazard model. Journal of the Iranian Statistical Society 10(1): 2943.Google Scholar
17.Fang, L. & Yang, F. (2015). Usual multivariate stochastic order on the proportional reversed hazard rates model. Chineese Journal of Applied Probability and Statistics 31: 539546.Google Scholar
18.Finkelstein, M. (2008). Failure rate modelling for reliability and risk. Springer Science & Business Media. London: Springer.Google Scholar
19.Finkelstein, M. & Cha, J.H. (2013). Stochastic modeling for reliability. In Hoang Pham (ed.), Shocks, burn-in and heterogeneous populations. Springer Series in Reliability Engineering, London: Springer.CrossRefGoogle Scholar
20.Hazra, N.K., Kuiti, M.R., Finkelstein, M., & Nanda, A.K. (2017). On stochastic comparisons of maximum order statistics from the location-scale family of distributions. Journal of Multivariate Analysis 160: 3141.CrossRefGoogle Scholar
21.Hazra, N.K., Kuiti, M.R., Finkelstein, M., & Nanda, A.K. (2018). On stochastic comparisons of minimum order statistics from the location–scale family of distributions. Metrika 81(2): 105123.CrossRefGoogle Scholar
22.Khaledi, B.E., Farsinezhad, S., & Kochar, S.C. (2011). Stochastic comparisons of order statistics in the scale model. Journal of Statistical Planning and Inference 141(1): 276286.CrossRefGoogle Scholar
23.Khaledi, B.E. & Kochar, S.C. (2002). Dispersive ordering among linear combinations of uniform random variables. Journal of Statistical Planning and Inference 100(1): 1321.CrossRefGoogle Scholar
24.Khaledi, B.-E. & Shaked, M. (2007). Ordering conditional lifetimes of coherent systems. Journal of Statistical Planning and Inference 137(4): 11731184.CrossRefGoogle Scholar
25.Khalema, T. (2015). Stochastic ordering with applications to reliability theory. PhD thesis, University of the Free State.Google Scholar
26.Klemperer, P. (2004). Auctions: Theory and practice. New York: Princeton University Press.CrossRefGoogle Scholar
27.Kochar, S.C. & Torrado, N. (2015). On stochastic comparisons of largest order statistics in the scale model. Communications in Statistics-Theory and Methods 44(19): 41324143.CrossRefGoogle Scholar
28.Kundu, A. & Chowdhury, S. (2018). Ordering properties of sample minimum from Kumaraswamy-G random variables. Statistics 52(1): 133146.CrossRefGoogle Scholar
29.Kundu, A., Chowdhury, S., Nanda, A.K., & Hazra, N.K. (2016). Some results on majorization and their applications. Journal of Computational and Applied Mathematics 301: 161177.CrossRefGoogle Scholar
30.Lee, J. & Tepedelenlioğlu, C. (2014). Stochastic ordering of interference in large-scale wireless networks. IEEE Transactions on Signal Processing 62(3): 729740.CrossRefGoogle Scholar
31.Marshall, A.W., Olkin, I., & Arnold, B.C. (2011). Inequality: Theory of Majorization and its applications, Springer Series in Statistics, New York: Springer.CrossRefGoogle Scholar
32.Mokdad, L. & Castel-Taleb, H. (2008). Stochastic comparisons: a methodology for the performance evaluation of fixed and mobile networks. Computer Communications 31(17): 38943904.CrossRefGoogle Scholar
33.Müller, A. & Stoyan, D. (2002). Comparison methods for stochastic models and risks, Vol. 389, New York: Wiley.Google Scholar
34.Nelsen, R.B. (2006). An introduction to Copulas. Springer Series in statistics, New York: Springer.Google Scholar
35.Osaki, S. (2002). Stochastic models in reliability and maintenance. Berlin: Springer.CrossRefGoogle Scholar
36.Patra, L.K., Kayal, S., & Nanda, P. (2018). Some stochastic comparison results for series and parallel systems with heterogeneous Pareto type components. Applications of Mathematics 63(1): 5577.CrossRefGoogle Scholar
37.Proschan, F. & Sethuraman, J. (1976). Stochastic comparisons of order statistics from heterogeneous populations, with applications in reliability. Journal of Multivariate Analysis 6(4): 608616.CrossRefGoogle Scholar
38.Shaked, M. & Shanthikumar, J.G. (2007). Stochastic orders. Springer Series in statistics, New York: Springer.CrossRefGoogle Scholar
39.Torrado, N. (2015). On magnitude orderings between smallest order statistics from heterogeneous beta distributions. Journal of Mathematical Analysis and Applications 426(2): 824838.CrossRefGoogle Scholar
40.Torrado, N. (2017). Stochastic comparisons between extreme order statistics from scale models. Statistics 51(6): 13591376.CrossRefGoogle Scholar
41.Wang, J. (2018). Likelihood ratio order of parallel systems under multiple-outlier models. Communications in Statistics-Theory and Methods 47(1): 5563.CrossRefGoogle Scholar
42.Zardasht, V. (2015). A test for the increasing convex order based on the cumulative residual entropy. Journal of the Korean Statistical Society 44(4): 491497.CrossRefGoogle Scholar
43.Zhao, P., Hu, Y., & Zhang, Y. (2015). Some new results on the largest order statistics from multiple-outlier gamma models. Probability in the Engineering and Informational Sciences 29(4): 597621.CrossRefGoogle Scholar
44.Zhao, P., Wang, L., & Zhang, Y. (2017). On extreme order statistics from heterogeneous beta distributions with applications. Communications in Statistics-Theory and Methods 46(14): 70207038.CrossRefGoogle Scholar