Stochastic Comparison of the Skewness of Parallel Systems in Pareto Model

2018 ◽  
Vol 12 (1) ◽  
pp. 39-55
Author(s):  
Ebrahim Amini-Seresht ◽  
Majid Sadeghifar ◽  
Mona Shiri ◽  
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...  
Author(s):  
Sameen Naqvi ◽  
Weiyong Ding ◽  
Peng Zhao

Abstract Pareto distribution is an important distribution in extreme value theory. In this paper, we consider parallel systems with Pareto components and study the effect of heterogeneity on skewness of such systems. It is shown that, when the lifetimes of components have different shape parameters, the parallel system with heterogeneous Pareto component lifetimes is more skewed than the system with independent and identically distributed Pareto components. However, for the case when the lifetimes of components have different scale parameters, the result gets reversed in the sense of star ordering. We also establish the relation between star ordering and dispersive ordering by extending the result of Deshpande and Kochar [(1983). Dispersive ordering is the same as tail ordering. Advances in Applied Probability 15(3): 686–687] from support $(0, \infty )$ to general supports $(a, \infty )$ , $a > 0$ . As a consequence, we obtain some new results on dispersion of order statistics from heterogeneous Pareto samples with respect to dispersive ordering.


2018 ◽  
Vol 63 (1) ◽  
pp. 55-77 ◽  
Author(s):  
Lakshmi Kanta Patra ◽  
Suchandan Kayal ◽  
Phalguni Nanda

2011 ◽  
Vol 26 (1) ◽  
pp. 61-75 ◽  
Author(s):  
Weiyong Ding ◽  
Xiaohu Li ◽  
Narayanaswamy Balakrishnan

Here, we discuss the stochastic comparison of residual lifetimes of parallel systems and inactivity times of series systems by means of the reversed hazard rate order when the components of the systems are independent but not necessarily identically distributed. We also establish some monotonicity properties of such residual lifetimes of parallel systems and inactivity times of series systems. These results extend some of the recent results in this direction due to Zhao, Li, and Balakrishnan [21], Kochar and Xu [12], and Saledi and Asadi [16].


2017 ◽  
Vol 32 (3) ◽  
pp. 460-468 ◽  
Author(s):  
Jiantian Wang

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.


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