Hazard rate ordering of order statistics and systems
Hazard rate ordering of order statistics and systems
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DOI:
10.1239/jap/1152413730
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发表时间:
2006-06
影响因子:
1
通讯作者:
J. Navarro;M. Shaked
中科院分区:
文献类型:
--
作者:
J. Navarro;M. Shaked
Let X = (X 1, X 2, …, X n ) be an exchangeable random vector, and write X (1:i) = min{X 1, X 2, …, X i }, 1 ≤ i ≤ n. In this paper we obtain conditions under which X (1:i) decreases in i in the hazard rate order. A result involving more general (that is, not necessarily exchangeable) random vectors is also derived. These results are applied to obtain the limiting behaviour of the hazard rate function of the lifetimes of various coherent systems in reliability theory. The notions of the Samaniego signatures and the minimal signatures of such systems are extensively used in the paper. An interesting relationship between these two signatures is obtained. The results are illustrated in a series of examples.