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Sequential Order Statistics: Ageing and Stochastic Orderings

Author

Listed:
  • Nuria Torrado

    (Universidad Carlos III de Madrid)

  • Rosa E. Lillo

    (Universidad Carlos III de Madrid)

  • Michael P. Wiper

    (Universidad Carlos III de Madrid)

Abstract

Ordered random variables play an important role in statistics, reliability theory, and many applied areas. Sequential order statistics provide a unified approach to a variety of models of ordered random variables. We investigate conditions on the underlying distribution functions on which the sequential order statistics are based, to obtain stochastic comparisons of sequential order statistics given some well known stochastic orderings, such as the usual stochastic, the hazard rate and the likelihood ratio orders, among others. Also, we derive sufficient conditions under which the sequential order statistics are increasing hazard rate, increasing hazard rate average or decreasing hazard rate average. Applications of the main results involving nonhomogeneous pure birth processes are also given.

Suggested Citation

  • Nuria Torrado & Rosa E. Lillo & Michael P. Wiper, 2012. "Sequential Order Statistics: Ageing and Stochastic Orderings," Methodology and Computing in Applied Probability, Springer, vol. 14(3), pages 579-596, September.
    • Handle: RePEc:spr:metcap:v:14:y:2012:i:3:d:10.1007_s11009-011-9248-5
    DOI: 10.1007/s11009-011-9248-5
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    References listed on IDEAS

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    1. Erhard Cramer & Udo Kamps, 2003. "Marginal distributions of sequential and generalized order statistics," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 58(3), pages 293-310, December.
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    3. Belzunce, Félix & Mercader, José A. & Ruiz, José M., 2003. "Multivariate aging properties of epoch times of nonhomogeneous processes," Journal of Multivariate Analysis, Elsevier, vol. 84(2), pages 335-350, February.
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    Cited by:

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    2. Georgios Psarrakos & Antonio Di Crescenzo, 2018. "A residual inaccuracy measure based on the relevation transform," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(1), pages 37-59, January.
    3. Markos V. Koutras & Ioannis S. Triantafyllou & Serkan Eryilmaz, 2016. "Stochastic Comparisons Between Lifetimes of Reliability Systems with Exchangeable Components," Methodology and Computing in Applied Probability, Springer, vol. 18(4), pages 1081-1095, December.
    4. Burkschat, Marco & Torrado, Nuria, 2014. "On the reversed hazard rate of sequential order statistics," Statistics & Probability Letters, Elsevier, vol. 85(C), pages 106-113.
    5. M. Burkschat & J. Navarro, 2014. "Asymptotic behavior of the hazard rate in systems based on sequential order statistics," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(8), pages 965-994, November.
    6. Félix Belzunce & Carolina Martínez-Riquelme & José A. Mercader & José M. Ruiz, 2021. "Comparisons of policies based on relevation and replacement by a new one unit in reliability," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(1), pages 211-227, March.
    7. Maryam Esna-Ashari & Narayanaswamy Balakrishnan & Mahdi Alimohammadi, 2023. "HR and RHR orderings of generalized order statistics," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 86(1), pages 131-148, January.

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