AI & ML
Some ordering properties of highest and lowest order statistics with exponentiated Gumble type-II distributed components
arXiv stat.TH0 views
arXiv:1904.08730v2 Announce Type: replace Abstract: This paper studies stochastic comparisons of the highest and lowest order statistics arising from independent Exponentiated Gumbel Type-II distributed random variables. First, using vector majorization, we establish a comprehensive set of stochastic orderings for the lowest and highest order statistics with respect to the outer and inner shape parameters. In particular, for the lowest order statistic, we derive results on the usual stochastic order and likelihood ratio order, which further imply failure rate, mean residual life, and increasing convex orderings. Second, we show that the lowest order statistics satisfy a proportional failure rate structure. In addition, we also establish star and dispersive orderings. For the highest order statistic, we obtain results in the reversed failure rate order, and we show that, in general, a proportional failure rate structure does not hold. Moreover, unlike several classical exponentiated models, the highest order statistics are not necessarily comparable in the usual stochastic order under heterogeneity of the inner shape parameters. Finally, we extend the analysis using multivariate chain majorization to study the effect of simultaneous variation in scale and outer shape parameters. Under this framework, we establish usual stochastic ordering results for both the lowest and highest order statistics. It provides more general reliability comparisons under joint parameter heterogeneity.
Source:https://arxiv.org/abs/1904.08730Related posts
Our Route Planner Sent Crane Lorries to the Middle of Each Postcode and Some Rural Postcodes Are Miles Wide
0dev.to Data
How much of GPT-6 Astra's weight-editing demo is the harness?
0dev.to Machine Learning
How Pet Groomers Can Track Appointments, Pet Notes and Rebookings
0dev.to Tutorial
Symmetrical Components in Plain English: Fortescue Without the Fog
0dev.to Tutorial
When P2P Pays You and the Account Freezes Anyway
0dev.to Career
Your Company Will Pay for the Course if You Agree to Pay It Back When You Leave
0dev.to Career