Hazard rate ordering of order statistics and systems

Author:

Navarro Jorge,Shaked Moshe

Abstract

Let X = (X1, X2, …, Xn) be an exchangeable random vector, and write X(1:i) = min{X1, X2, …, Xi}, 1 ≤ in. In this paper we obtain conditions under which X(1:i) decreases in i in the hazard rate order. A result involving more general (that is, not necessarily exchangeable) random vectors is also derived. These results are applied to obtain the limiting behaviour of the hazard rate function of the lifetimes of various coherent systems in reliability theory. The notions of the Samaniego signatures and the minimal signatures of such systems are extensively used in the paper. An interesting relationship between these two signatures is obtained. The results are illustrated in a series of examples.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference22 articles.

1. On Closure of the IFR Class Under Formation of Coherent Systems

2. Some comments on the hazard gradient

3. Navarro J. , Ruiz J. M. and Sandoval C. J. (2004). Properties of coherent systems with dependent components. To appear in Commun. Statist. Theory Meth.

4. A note on comparisons among coherent systems with dependent components using signatures

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