Stochastic Comparisons of Largest-Order Statistics for Proportional Reversed Hazard Rate Model and Applications

Stochastic Comparisons of Largest-Order Statistics for Proportional Reversed Hazard Rate Model and Applications
复制标题

DOI:
10.1017/jpr.2020.40
复制
发表时间:
2020-09
期刊:
Risk Management eJournal
影响因子:
--
通讯作者:
Lu Li;Qinyu Wu;Tiantian Mao
Lu Li;Qinyu Wu;Tiantian Mao
中科院分区:
其他
文献类型:
--
作者:
Lu Li;Qinyu Wu;Tiantian Mao

文献摘要

相似文献

研究了比例反向危险率(PRHR)模型中平行系统(对应于最大阶统计量)相对于反向危险率和似然比阶数的随机比较。作为主要结果的应用,我们得到了指数化广义Gamma分布和指数化Pareto分布关于逆风险率和似然率序的随机比较的等价刻画。我们的结果恢复并加强了文献中的一些最新结果。
We investigate stochastic comparisons of parallel systems (corresponding to the largest-order statistics) with respect to the reversed hazard rate and likelihood ratio orders for the proportional reversed hazard rate (PRHR) model. As applications of the main results, we obtain the equivalent characterizations of stochastic comparisons with respect to the reversed hazard rate and likelihood rate orders for the exponentiated generalized gamma and exponentiated Pareto distributions. Our results recover and strengthen some recent results in the literature.