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Stochastic comparisons of largest-order statistics for proportional reversed hazard rate model and applications

Published online by Cambridge University Press:  04 September 2020

Lu Li*
Affiliation:
University of Science and Technology of China
Qinyu Wu*
Affiliation:
University of Science and Technology of China
Tiantian Mao*
Affiliation:
University of Science and Technology of China
*
*Postal address: Department of Statistics and Finance, University of Science and Technology of China, Hefei, Anhui 230026, China. Email address: [email protected]
**Email address: [email protected]
***Email address: [email protected]

Abstract

We investigate stochastic comparisons of parallel systems (corresponding to the largest-order statistics) with respect to the reversed hazard rate and likelihood ratio orders for the proportional reversed hazard rate (PRHR) model. As applications of the main results, we obtain the equivalent characterizations of stochastic comparisons with respect to the reversed hazard rate and likelihood rate orders for the exponentiated generalized gamma and exponentiated Pareto distributions. Our results recover and strengthen some recent results in the literature.

Type
Research Papers
Copyright
© Applied Probability Trust 2020

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