Comparisons of parallel systems according to the convex transform order

Comparisons of parallel systems according to the convex transform order

Subhash Kochar and Maochao Xu

Source: J. Appl. Probab. Volume 46, Number 2 (2009), 342-352.

Abstract

A parallel system with heterogeneous exponential component lifetimes is shown to be more skewed (according to the convex transform order) than the system with independent and identically distributed exponential components. As a consequence, equivalent conditions for comparing the variabilities of the largest order statistics from heterogeneous and homogeneous exponential samples in the sense of the dispersive order and the right-spread order are established. A sufficient condition is also given for the proportional hazard rate model.

Primary Subjects: 60E15, 62N05, 62G30, 62D05

Keywords: Convex transform order; exponential distribution; increasing failure rate; parallel system; proportional hazard rate; right-spread order; skewness

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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.jap/1245676091
Digital Object Identifier: doi:10.1239/jap/1245676091
Zentralblatt MATH identifier: 05578810
Mathematical Reviews number (MathSciNet): MR2535817

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