Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1

Chinese Journal of Engineering Mathematics ›› 2015, Vol. 32 ›› Issue (4): 590-598.doi: 10.3969/j.issn.1005-3085.2015.04.012

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Comparisons on Order Statistics from Heterogeneous Inverse Weibull Distributions

QIU Guo-xin1,2,   JIANG Hai-bo1   

  1. 1- Department of Science Course, Army Officer Academy of PLA, Hefei 230031
    2- Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026
  • Received:2014-03-10 Accepted:2014-12-02 Online:2015-08-15 Published:2015-10-15
  • Supported by:
    The National Natural Science Foundation of China (61170252); the Science Foundation of Army Officer Academy (2012XYJJ005; 2012XYJJ007).

Abstract:

In this paper, we consider two different systems consisting of independent components with inverse Weibull distributions whose characteristic life parameters are heterogeneous, but the shape parameters are common. It is shown that the survival function (hazard rate) of a series system is decreasing in the characteristic life parameter vector with respect to $p$-larger (majorization) ordering. It is also shown that the reversed hazard rate of a parallel system is decreasing (increasing) in characteristic life parameter vector with respect to majorization ordering if the common shape parameters are less (greater) than $1$. As a consequence, the simple upper bound on the survival function of the series (parallel) systems is built in terms of geometric (arithmetic) mean of the characteristic life parameters.

Key words: inverse Weibull distribution, hazard rate ordering, reversed hazard rate ordering, dispersive ordering, majorization ordering, $p$-larger ordering

CLC Number: