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Stochastic comparisons of random minima and maxima from life distributions

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  • Bartoszewicz, Jaroslaw
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    Abstract

    Recently Shaked and Wong (J. Appl. Probab. 34 (1997) 420) obtained stochastic comparison results involving random minima and maxima of a sequence of non-negative independent random variables. In this paper we derive some relations between the random extremes and classes of life distributions with monotone hazard rate. Preservation of some stochastic orders under the taking of random extremes is established. Results of Shaked (in: Patil et al. (Eds.), Statistical Distributions in Scientific Work, Reidel, Dordrecht, 1975, p. 363) are extended and a new proof of a result of Shaked and Wong (1997) is given.

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    Bibliographic Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 55 (2001)
    Issue (Month): 1 (November)
    Pages: 107-112

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    Handle: RePEc:eee:stapro:v:55:y:2001:i:1:p:107-112

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    Keywords: Exponential distribution IFR DFR IFRA DFRA NBU NWU Partial orders Reversed failure rate Laplace transform Mixtures;

    References

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    1. Alzaid, Abdulhamid A. & Proschan, Frank, 1992. "Dispersivity and stochastic majorization," Statistics & Probability Letters, Elsevier, vol. 13(4), pages 275-278, March.
    2. Bartoszewicz, Jaroslaw, 2000. "Stochastic orders based on the Laplace transform and infinitely divisible distributions," Statistics & Probability Letters, Elsevier, vol. 50(2), pages 121-129, November.
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    Cited by:
    1. Al-Mutairi, D.K. & Ghitany, M.E. & Gupta, Ramesh C., 2011. "Estimation of reliability in a series system with random sample size," Computational Statistics & Data Analysis, Elsevier, vol. 55(2), pages 964-972, February.
    2. Ibrahim Ahmad & Mohamed Kayid, 2007. "Reversed preservation of stochastic orders for random minima and maxima with applications," Statistical Papers, Springer, vol. 48(2), pages 283-293, April.

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