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

被引:0
|
作者
Longxiang Fang
N. Balakrishnan
机构
[1] Anhui Normal University,Department of Mathematics and Computer Science
[2] McMaster University,Department of Mathematics and Statistics
来源
Metrika | 2018年 / 81卷
关键词
Generalized Birnbaum–Saunders distribution; Birnbaum–Saunders distribution; Logistic Birnbaum–Saunders distribution; Usual stochastic order; Smallest order statistic; Random shock; Chain majorization;
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摘要
Let X1,…,Xn\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$X_{1},\ldots , X_{n}$$\end{document} be lifetimes of components with independent non-negative generalized Birnbaum–Saunders random variables with shape parameters αi\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\alpha _{i}$$\end{document} and scale parameters βi,i=1,…,n\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\beta _{i},~ i=1,\ldots ,n$$\end{document}, and Ip1,…,Ipn\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$I_{p_{1}},\ldots , I_{p_{n}}$$\end{document} be independent Bernoulli random variables, independent of Xi\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$X_{i}$$\end{document}’s, with E(Ipi)=pi,i=1,…,n\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$E(I_{p_{i}})=p_{i},~i=1,\ldots ,n$$\end{document}. These are associated with random shocks on Xi\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$X_{i}$$\end{document}’s. Then, Yi=IpiXi,i=1,…,n,\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$Y_{i}=I_{p_{i}}X_{i}, ~i=1,\ldots ,n,$$\end{document} 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 Yi,i=1,…,n\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$Y_{i},~i=1,\ldots ,n$$\end{document}. When the matrix of parameters (h(p),β1ν)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(h({\varvec{p}}), {\varvec{\beta }}^{\frac{1}{\nu }})$$\end{document} or (h(p),1α)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(h({\varvec{p}}), {\varvec{\frac{1}{\alpha }}})$$\end{document} 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.
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页码:19 / 35
页数:16
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