IDEAS home Printed from https://ideas.repec.org/a/spr/metrik/v81y2018i1d10.1007_s00184-017-0632-1.html
   My bibliography  Save this article

Ordering properties of the smallest order statistics from generalized Birnbaum–Saunders models with associated random shocks

Author

Listed:
  • Longxiang Fang

    (Anhui Normal University)

  • N. Balakrishnan

    (McMaster University)

Abstract

Let $$X_{1},\ldots , X_{n}$$ X 1 , … , X n be lifetimes of components with independent non-negative generalized Birnbaum–Saunders random variables with shape parameters $$\alpha _{i}$$ α i and scale parameters $$\beta _{i},~ i=1,\ldots ,n$$ β i , i = 1 , … , n , and $$I_{p_{1}},\ldots , I_{p_{n}}$$ I p 1 , … , I p n be independent Bernoulli random variables, independent of $$X_{i}$$ X i ’s, with $$E(I_{p_{i}})=p_{i},~i=1,\ldots ,n$$ E ( I p i ) = p i , i = 1 , … , n . These are associated with random shocks on $$X_{i}$$ X i ’s. Then, $$Y_{i}=I_{p_{i}}X_{i}, ~i=1,\ldots ,n,$$ Y i = I p i X i , i = 1 , … , n , correspond to the lifetimes when the random shock does not impact the components and zero when it does. In this paper, we discuss stochastic comparisons of the smallest order statistic arising from such random variables $$Y_{i},~i=1,\ldots ,n$$ Y i , i = 1 , … , n . When the matrix of parameters $$(h({\varvec{p}}), {\varvec{\beta }}^{\frac{1}{\nu }})$$ ( h ( p ) , β 1 ν ) or $$(h({\varvec{p}}), {\varvec{\frac{1}{\alpha }}})$$ ( h ( p ) , 1 α ) changes to another matrix of parameters in a certain mathematical sense, we study the usual stochastic order of the smallest order statistic in such a setup. Finally, we apply the established results to two special cases: classical Birnbaum–Saunders and logistic Birnbaum–Saunders distributions.

Suggested Citation

  • Longxiang Fang & N. Balakrishnan, 2018. "Ordering properties of the smallest order statistics from generalized Birnbaum–Saunders models with associated random shocks," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(1), pages 19-35, January.
  • Handle: RePEc:spr:metrik:v:81:y:2018:i:1:d:10.1007_s00184-017-0632-1
    DOI: 10.1007/s00184-017-0632-1
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s00184-017-0632-1
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s00184-017-0632-1?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Peng Zhao & Yiying Zhang, 2014. "On the maxima of heterogeneous gamma variables with different shape and scale parameters," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(6), pages 811-836, August.
    2. Zhu, Xiaojun & Balakrishnan, N., 2015. "Birnbaum–Saunders distribution based on Laplace kernel and some properties and inferential issues," Statistics & Probability Letters, Elsevier, vol. 101(C), pages 1-10.
    3. Ng, H.K.T. & Kundu, D. & Balakrishnan, N., 2006. "Point and interval estimation for the two-parameter Birnbaum-Saunders distribution based on Type-II censored samples," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 3222-3242, July.
    4. Li, Chen & Li, Xiaohu, 2015. "Likelihood ratio order of sample minimum from heterogeneous Weibull random variables," Statistics & Probability Letters, Elsevier, vol. 97(C), pages 46-53.
    5. Kundu, Debasis & Kannan, Nandini & Balakrishnan, N., 2008. "On the hazard function of Birnbaum-Saunders distribution and associated inference," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2692-2702, January.
    6. Fang, Longxiang & Zhu, Xiaojun & Balakrishnan, N., 2016. "Stochastic comparisons of parallel and series systems with heterogeneous Birnbaum–Saunders components," Statistics & Probability Letters, Elsevier, vol. 112(C), pages 131-136.
    7. Ng, H. K. T. & Kundu, D. & Balakrishnan, N., 2003. "Modified moment estimation for the two-parameter Birnbaum-Saunders distribution," Computational Statistics & Data Analysis, Elsevier, vol. 43(3), pages 283-298, July.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Hyunju Lee & Ji Hwan Cha, 2021. "A general multivariate new better than used (MNBU) distribution and its properties," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(1), pages 27-46, January.
    2. Amarjit Kundu & Shovan Chowdhury, 2019. "Ordering properties of the largest order statistics from Kumaraswamy-G models under random shocks," Working papers 297, Indian Institute of Management Kozhikode.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Fang, Longxiang & Zhu, Xiaojun & Balakrishnan, N., 2016. "Stochastic comparisons of parallel and series systems with heterogeneous Birnbaum–Saunders components," Statistics & Probability Letters, Elsevier, vol. 112(C), pages 131-136.
    2. Xiaojun Zhu & N. Balakrishnan & Helton Saulo, 2019. "On the existence and uniqueness of the maximum likelihood estimates of parameters of Laplace Birnbaum–Saunders distribution based on Type-I, Type-II and hybrid censored samples," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(7), pages 759-778, October.
    3. Ramesh C. Gupta & Debasis Kundu, 2011. "Weighted inverse Gaussian -- a versatile lifetime model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(12), pages 2695-2708, February.
    4. Wang, Bing Xing, 2012. "Generalized interval estimation for the Birnbaum–Saunders distribution," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 4320-4326.
    5. Vilca, Filidor & Balakrishnan, N. & Zeller, Camila Borelli, 2014. "A robust extension of the bivariate Birnbaum–Saunders distribution and associated inference," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 418-435.
    6. Kundu, Debasis & Balakrishnan, N. & Jamalizadeh, A., 2010. "Bivariate Birnbaum-Saunders distribution and associated inference," Journal of Multivariate Analysis, Elsevier, vol. 101(1), pages 113-125, January.
    7. Kundu, Debasis & Kannan, Nandini & Balakrishnan, N., 2008. "On the hazard function of Birnbaum-Saunders distribution and associated inference," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2692-2702, January.
    8. Xiao, Qingchu & Liu, Zaiming & Balakrishnan, N. & Lu, Xuewen, 2010. "Estimation of the Birnbaum-Saunders regression model with current status data," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 326-332, February.
    9. Barreto, Larissa Santana & Cysneiros, Audrey H.M.A. & Cribari-Neto, Francisco, 2013. "Improved Birnbaum–Saunders inference under type II censoring," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 68-81.
    10. Kalanka P. Jayalath, 2021. "Fiducial Inference on the Right Censored Birnbaum–Saunders Data via Gibbs Sampler," Stats, MDPI, vol. 4(2), pages 1-15, May.
    11. Xu, Ancha & Tang, Yincai, 2011. "Bayesian analysis of Birnbaum-Saunders distribution with partial information," Computational Statistics & Data Analysis, Elsevier, vol. 55(7), pages 2324-2333, July.
    12. Kundu, Debasis & Balakrishnan, N. & Jamalizadeh, Ahad, 2013. "Generalized multivariate Birnbaum–Saunders distributions and related inferential issues," Journal of Multivariate Analysis, Elsevier, vol. 116(C), pages 230-244.
    13. Kalanka P. Jayalath, 2024. "Improved Bayesian Inferences for Right-Censored Birnbaum–Saunders Data," Mathematics, MDPI, vol. 12(6), pages 1-14, March.
    14. Mahdi Teimouri, 2023. "Fast Bayesian Inference for Birnbaum-Saunders Distribution," Computational Statistics, Springer, vol. 38(2), pages 569-601, June.
    15. Fonseca, Rodney V. & Cribari-Neto, Francisco, 2018. "Inference in a bimodal Birnbaum–Saunders model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 146(C), pages 134-159.
    16. N. Balakrishnan & Xiaojun Zhu, 2015. "Inference for the bivariate Birnbaum–Saunders lifetime regression model and associated inference," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(7), pages 853-872, October.
    17. Li, Ai-Ping & Xie, Feng-Chang, 2012. "Diagnostics for a class of survival regression models with heavy-tailed errors," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 4204-4214.
    18. Zhu, Xiaojun & Balakrishnan, N., 2015. "Birnbaum–Saunders distribution based on Laplace kernel and some properties and inferential issues," Statistics & Probability Letters, Elsevier, vol. 101(C), pages 1-10.
    19. Xu, Ancha & Tang, Yincai, 2010. "Reference analysis for Birnbaum-Saunders distribution," Computational Statistics & Data Analysis, Elsevier, vol. 54(1), pages 185-192, January.
    20. Naderi, Mehrdad & Hashemi, Farzane & Bekker, Andriette & Jamalizadeh, Ahad, 2020. "Modeling right-skewed financial data streams: A likelihood inference based on the generalized Birnbaum–Saunders mixture model," Applied Mathematics and Computation, Elsevier, vol. 376(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:metrik:v:81:y:2018:i:1:d:10.1007_s00184-017-0632-1. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.