LIKELIHOOD RATIO ORDERING OF PARALLEL SYSTEMS WITH HETEROGENEOUS SCALED COMPONENTS

2017 ◽  
Vol 32 (3) ◽  
pp. 460-468 ◽  
Author(s):  
Jiantian Wang
Keyword(s):  
Likelihood Ratio ◽  
Parallel Systems ◽  
New Order ◽  
Stochastic Comparison ◽  
Likelihood Ratio Order ◽  
Generalized Gamma ◽  
Scale Family ◽  
Scale Models ◽  
Likelihood Ratio Ordering

This paper considers stochastic comparison of parallel systems in terms of likelihood ratio order under scale models. We introduce a new order, the so-called q-larger order, and show that under certain conditions, the q-larger order between the scale vectors can imply the likelihood ratio order of parallel systems. Applications are given to the generalized gamma scale family.

scholarly journals Stochastic Comparisons of Residual Lifetimes and Inactivity Times of Coherent Systems

2013 ◽  
Vol 50 (3) ◽  
pp. 848-860 ◽  
Author(s):  
Nitin Gupta
Keyword(s):  
Likelihood Ratio ◽  
Sufficient Conditions ◽  
Structure Functions ◽  
Coherent System ◽  
Stochastic Comparison ◽  
Coherent Systems ◽  
Stochastic Comparisons ◽  
Likelihood Ratio Ordering ◽  
Necessary And Sufficient ◽  
Residual Lifetimes

Under the assumption of independent and identically distributed (i.i.d.) components, the problem of the stochastic comparison of a coherent system having used components and a used coherent system has been considered. Necessary and sufficient conditions on structure functions have been provided for the stochastic comparison of a coherent system having used/inactive i.i.d. components and a used/inactive coherent system. As a consequence, for r-out-of-n systems, it has been shown that systems having used i.i.d. components stochastically dominate used systems in the likelihood ratio ordering.

Stochastic comparisons of largest-order statistics for proportional reversed hazard rate model and applications

2020 ◽  
Vol 57 (3) ◽  
pp. 832-852
Author(s):  
Lu Li ◽  
Qinyu Wu ◽  
Tiantian Mao
Keyword(s):  
Order Statistics ◽  
Likelihood Ratio ◽  
Hazard Rate ◽  
Parallel Systems ◽  
Rate Model ◽  
Stochastic Comparisons ◽  
Reversed Hazard Rate ◽  
Generalized Gamma ◽  
Pareto Distributions ◽  
Hazard Rate Model

AbstractWe investigate stochastic comparisons of parallel systems (corresponding to the largest-order statistics) with respect to the reversed hazard rate and likelihood ratio orders for the proportional reversed hazard rate (PRHR) model. As applications of the main results, we obtain the equivalent characterizations of stochastic comparisons with respect to the reversed hazard rate and likelihood rate orders for the exponentiated generalized gamma and exponentiated Pareto distributions. Our results recover and strengthen some recent results in the literature.

ON PARALLEL SYSTEMS WITH HETEROGENEOUS GAMMA COMPONENTS

2011 ◽  
Vol 25 (3) ◽  
pp. 369-391 ◽  
Author(s):  
Peng Zhao
Keyword(s):  
Order Statistics ◽  
Likelihood Ratio ◽  
Hazard Rate ◽  
Shape Parameter ◽  
Scale Parameter ◽  
Random Variables ◽  
Parallel Systems ◽  
Likelihood Ratio Order ◽  
Maximum Order ◽  
Hazard Rate Order

In this article, we study ordering properties of lifetimes of parallel systems with two independent heterogeneous gamma components in terms of the likelihood ratio order and the hazard rate order. LetX1andX2be two independent gamma random variables withXihaving shape parameterr>0 and scale parameter λi,i=1, 2, and letX*1andX*2be another set of independent gamma random variables withX*ihaving shape parameterrand scale parameter λ*i,i=1, 2. Denote byX2:2andX*2:2the corresponding maximum order statistics, respectively. It is proved that, among others, if (λ1, λ2) weakly majorize (λ*1, λ*2), thenX2:2is stochastically greater thanX*2:2in the sense of likelihood ratio order. We also establish, among others, that if 0<r≤1 and (λ1, λ2) isp-larger than (λ*1, λ*2), thenX2:2is stochastically greater thanX*2:2in the sense of hazard rate order. The results derived here strengthen and generalize some of the results known in the literature.

scholarly journals Mean Residual Lifetimes of Consecutive-k-out-of-n Systems

2007 ◽  
Vol 44 (1) ◽  
pp. 82-98 ◽  
Author(s):  
Jorge Navarro ◽  
Serkan Eryilmaz
Keyword(s):  
Likelihood Ratio ◽  
Asymptotic Properties ◽  
Parallel Systems ◽  
Residual Lifetime ◽  
Series System ◽  
Likelihood Ratio Order ◽  
Mean Residual Lifetime ◽  
The Mean ◽  
Residual Lifetimes ◽  
Independent And Identically Distributed

In this paper we study reliability properties of consecutive-k-out-of-n systems with exchangeable components. For 2k ≦ n, we show that the reliability functions of these systems can be written as negative mixtures (i.e. mixtures with some negative weights) of two series (or parallel) systems. Some monotonicity and asymptotic properties for the mean residual lifetime function are obtained and some ordering properties between these systems are established. We prove that, under some assumptions, the mean residual lifetime function of the consecutive-k-out-of-n: G system (i.e. a system that functions if and only if at least k consecutive components function) is asymptotically equivalent to that of a series system with k components. When the components are independent and identically distributed, we show that consecutive-k-out-of-n systems are ordered in the likelihood ratio order and, hence, in the mean residual lifetime order, for 2k ≦ n. However, we show that this is not necessarily true when the components are dependent.

LIKELIHOOD RATIO AND HAZARD RATE ORDERINGS OF THE MAXIMA IN TWO MULTIPLE-OUTLIER GEOMETRIC SAMPLES

2012 ◽  
Vol 26 (3) ◽  
pp. 375-391 ◽  
Author(s):  
Baojun Du ◽  
Peng Zhao ◽  
N. Balakrishnan
Keyword(s):  
Likelihood Ratio ◽  
Hazard Rate ◽  
Stochastic Order ◽  
Likelihood Ratio Order ◽  
Stochastic Comparisons ◽  
Hazard Rate Order ◽  
Usual Stochastic Order ◽  
Likelihood Ratio Ordering ◽  
Special Case ◽  
Two Parameter

In this paper, we study some stochastic comparisons of the maxima in two multiple-outlier geometric samples based on the likelihood ratio order, hazard rate order, and usual stochastic order. We establish a sufficient condition on parameter vectors for the likelihood ratio ordering to hold. For the special case whenn= 2, it is proved that thep-larger order between the two parameter vectors is equivalent to the hazard rate order as well as usual stochastic order between the two maxima. Some numerical examples are presented for illustrating the established results.

COMPARISONS OF SERIES AND PARALLEL SYSTEMS WITH HETEROGENEOUS COMPONENTS

2013 ◽  
Vol 28 (1) ◽  
pp. 39-53 ◽  
Author(s):  
Weiyong Ding ◽  
Gaofeng Da ◽  
Xiaohu Li
Keyword(s):  
Likelihood Ratio ◽  
Hazard Rate ◽  
Parallel Systems ◽  
Likelihood Ratio Order ◽  
Stochastic Comparisons ◽  
Hazard Rate Order ◽  
Reversed Hazard Rate ◽  
Series Systems

This paper carries out stochastic comparisons of series and parallel systems with independent and heterogeneous components in the sense of the hazard rate order, the reversed hazard rate order, and the likelihood ratio order. The main results extend and strengthen the corresponding ones by Misra and Misra [18] and by Ding, Zhang, and Zhao [8]. Meanwhile, the results on the hazard rate order of parallel systems and the reversed hazard order of series systems serve as nice supplements to Theorem 16.B.1 of Boland and Proschan [4] and Theorem 3.2 of Nanda and Shaked [20], respectively.

Stochastic Comparisons of Residual Lifetimes and Inactivity Times of Coherent Systems

2013 ◽  
Vol 50 (03) ◽  
pp. 848-860 ◽  
Author(s):  
Nitin Gupta
Keyword(s):  
Likelihood Ratio ◽  
Sufficient Conditions ◽  
Structure Functions ◽  
Coherent System ◽  
Stochastic Comparison ◽  
Coherent Systems ◽  
Stochastic Comparisons ◽  
Likelihood Ratio Ordering ◽  
Necessary And Sufficient ◽  
Residual Lifetimes

Under the assumption of independent and identically distributed (i.i.d.) components, the problem of the stochastic comparison of a coherent system having used components and a used coherent system has been considered. Necessary and sufficient conditions on structure functions have been provided for the stochastic comparison of a coherent system having used/inactive i.i.d. components and a used/inactive coherent system. As a consequence, forr-out-of-nsystems, it has been shown that systems having used i.i.d. components stochastically dominate used systems in the likelihood ratio ordering.

LIKELIHOOD RATIO ORDERING OF THE INSPECTION PARADOX

2004 ◽  
Vol 18 (4) ◽  
pp. 503-510 ◽  
Author(s):  
Taizhong Hu ◽  
Weiwei Zhuang
Keyword(s):  
Likelihood Ratio ◽  
Likelihood Ratio Order ◽  
Stochastic Comparisons ◽  
Likelihood Ratio Ordering

In this article, some results on stochastic comparisons of the inspection paradox introduced by Ross [Probability in the Engineering and Informational Sciences 17: 47–51 (2003)] are established in the sense of the likelihood ratio order.

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