Table of Contents
Fetching ...

Stochastic Comparisons of Random Extremes from non-identical Random Variables

Amarjit Kundu, Shovan Chowdhury, Bidhan Modok

Abstract

We propose some new results on the comparison of the minimum or maximum order statistic from a random number of non-identical random variables. Under the non-identical set-up, with certain conditions, we prove that random minimum (maximum) of one system dominates the other in hazard rate (reversed hazard rate) order. Further, we prove variation diminishing property (Karlin [8]) for all possible restrictions to derive the new results.

Stochastic Comparisons of Random Extremes from non-identical Random Variables

Abstract

We propose some new results on the comparison of the minimum or maximum order statistic from a random number of non-identical random variables. Under the non-identical set-up, with certain conditions, we prove that random minimum (maximum) of one system dominates the other in hazard rate (reversed hazard rate) order. Further, we prove variation diminishing property (Karlin [8]) for all possible restrictions to derive the new results.
Paper Structure (6 sections, 15 theorems, 31 equations, 6 figures)

This paper contains 6 sections, 15 theorems, 31 equations, 6 figures.

Key Result

Theorem 2.1

$\left(\text{Theorem 1.B.28, Page 31}\right)\;$ If $X_1,\ X_2\ldots,\ X_m$ are independent random variables, then $X_{(k:m-1)}\geq_{hr}X_{(k:m)}$ for $k=1,2,\ldots, m-1.$

Figures (6)

  • Figure 1: Graph of $w_1(x)$.
  • Figure 2: Graph of $w_2(x)$.
  • Figure 3: Graph of $\frac{\bar{F}_{1:N}(-\ln y)}{\bar{G}_{1:N}(-\ln y)}$
  • Figure 4: Graph of $\frac{g_{1:n}(y)}{f_{1:n}(y)}$
  • Figure 5: Graph of $\frac{f_{1:n_1}(y)}{f_{1:n_2}(y).}$
  • ...and 1 more figures

Theorems & Definitions (18)

  • Definition 2.1
  • Theorem 2.1
  • Theorem 2.2
  • Theorem 2.3
  • Proposition 3.1
  • Proposition 3.2
  • Proposition 3.3
  • Proposition 3.4
  • Theorem 3.1
  • Remark 3.1
  • ...and 8 more