Abstract
Let X 1, . . . , X n be independent exponential random variables with respective hazard rates λ1, . . . , λ n , and Y 1, . . . , Y n be independent and identically distributed random variables from an exponential distribution with hazard rate λ. Then, we prove that X 2:n , the second order statistic from X 1, . . . , X n , is larger than Y 2:n , the second order statistic from Y 1, . . . , Y n , in terms of the dispersive order if and only if
We also show that X 2:n is smaller than Y 2:n in terms of the dispersive order if and only if
Moreover, we extend the above two results to the proportional hazard rates model. These two results established here form nice extensions of the corresponding results on hazard rate, likelihood ratio, and MRL orderings established recently by Pǎltǎnea (J Stat Plan Inference 138:1993–1997, 2008), Zhao et al. (J Multivar Anal 100:952–962, 2009), and Zhao and Balakrishnan (J Stat Plan Inference 139:3027–3037, 2009), respectively.
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N. Balakrishnan is a Visiting Professor at King Saud University in Riyadh and Adjunct Professor at National Central University in Taiwan.
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Zhao, P., Balakrishnan, N. Dispersive ordering of fail-safe systems with heterogeneous exponential components. Metrika 74, 203–210 (2011). https://doi.org/10.1007/s00184-010-0297-5
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DOI: https://doi.org/10.1007/s00184-010-0297-5