Skip to main content
Log in

Comparison of extreme order statistics from two sets of heterogeneous dependent random variables under random shocks

  • Published:
Metrika Aims and scope Submit manuscript

Abstract

In this paper, we consider two k-out-of-n systems comprising heterogeneous dependent components under random shocks, with an Archimedean copula. We then provide sufficient conditions on the distributions of components’ lifetimes and the generator of the Archimedean copula and on the random shocks for comparing the lifetimes of two systems with respect to the usual stochastic order. Finally, we present some examples to illustrate the established results.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3

Similar content being viewed by others

References

  • Amini-Seresht E, Qiao J, Zhang Y, Zhao P (2016) On the skewness of order statistics in multiple-outlier PHR models. Metrika 79:817–836

    Article  MathSciNet  Google Scholar 

  • Balakrishnan N, Rao CR (1998a) Handbook of statistics, vol 16. Order statistics: theory and methods. Elsevier, Amsterdam

  • Balakrishnan N, Rao CR (1998b) Handbook of statistics, vol 17. Order statistics: applications. Elsevier, Amsterdam

  • Balakrishnan N, Zhao P (2013) Hazard rate comparison of parallel systems with heterogeneous gamma components. J Multivar Anal 113:153–160

    Article  MathSciNet  Google Scholar 

  • Balakrishnan N, Zhang Y, Zhao P (2018) Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios. Scand Actuar J 1:23–41

    Article  MathSciNet  Google Scholar 

  • David HA, Nagaraja HN (2003) Order statistics, 3rd edn. Wiley, Hoboken

    Book  Google Scholar 

  • Ding W, Zhang Y, Zhao P (2013) Comparisons of k-out-of-n systems with heterogeneous components. Stat Probab Lett 83:493–502

    Article  Google Scholar 

  • Dykstra R, Kochar SC, Rojo J (1997) Stochastic comparisons of parallel systems of heterogeneous exponential components. J Stat Plan Inference 65:203–211

    Article  MathSciNet  Google Scholar 

  • Esna-Ashari M, Alimohammadi M, Cramer E (2022) Some new results on likelihood ratio ordering and aging properties of generalized order statistics. Commun Stat Theory Methods 14:4667–4691

    Article  MathSciNet  Google Scholar 

  • Esna-Ashari M, Balakrishnan N, Alimohammadi M (2023) HR and RHR orderings of generalized order statistics. Metrika 86:131–148

    Article  MathSciNet  Google Scholar 

  • Fang L, Zhang X (2010) Slepian’s inequality with respect to majorization. Linear Algebra Appl 434:1107–1118

    Article  MathSciNet  Google Scholar 

  • Fang R, Li C, Li X (2018) Ordering results on extremes of scaled random variables with dependence and proportional hazards. Statistics 52:458–478

    Article  MathSciNet  Google Scholar 

  • Khaledi B-E, Kochar SC (2000) Some new results on stochastic comparison of parallel systems. J Appl Probab 37:283–291

    Article  MathSciNet  Google Scholar 

  • Khaledi B, Kochar SC (2006) Weibull distribution: some stochastic comparisons results. J Stat Plan Inference 136:3121–3129

    Article  MathSciNet  Google Scholar 

  • Kochar SC, Xu M (2007a) Some recent results on stochastic comparisons and dependence among order statistics in the case of PHR model. J Iran Stat Soc 6:125–140

  • Kochar SC, Xu M (2007b) Stochastic comparisons of parallel systems when components have proportional hazard rates. Probab Eng Inf Sci 21:597–609

  • Li X, Fang R (2015) Ordering properties of order statistics from random variables of Archimedean copulas with applications. J Multivar Anal 133:304–320

    Article  MathSciNet  Google Scholar 

  • Li C, Fang R, Li X (2016) Stochastic comparisons of order statistics from scaled and interdependent random variables. Metrika 79:553–578

    Article  MathSciNet  Google Scholar 

  • Marshall AW, Olkin I, Arnold BC (2011) Inequalities: theory of majorization and its applications. Springer, New York

    Book  Google Scholar 

  • Mesfioui M, Kayid M, Izadkhah S (2017) Stochastic comparisons of order statistics from heterogeneous random variables with Archimedean copula. Metrika 80:749–766

    Article  MathSciNet  Google Scholar 

  • Müller A, Stoyan D (2002) Comparison methods for stochastic models and risks. Wiley, New York

    Google Scholar 

  • Nelsen RB (2006) An introduction to copulas. Springer, New York

    Google Scholar 

  • Shaked M, Shanthikumar JG (2007) Stochastic orders. Springer, New York

    Book  Google Scholar 

  • Torrado N, Navarro J (2021) Ranking the extreme claim amounts in dependent individual risk models. Scand Actuar J 3:218–247

    Article  MathSciNet  Google Scholar 

  • Zhang Y, Amini-Seresht E, Zhao P (2018) On fail-safe systems under random shocks. Appl Stoch Models Bus Ind 35:591–602

    Article  MathSciNet  Google Scholar 

Download references

Acknowledgements

We express our sincere thanks to the Editor and the anonymous reviewers for their useful comments and suggestions on an earlier version of this manuscript which resulted in this improved version.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Ebrahim Amini-Seresht.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Amini-Seresht, E., Nasiroleslami, E. & Balakrishnan, N. Comparison of extreme order statistics from two sets of heterogeneous dependent random variables under random shocks. Metrika 87, 133–153 (2024). https://doi.org/10.1007/s00184-023-00905-5

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00184-023-00905-5

Keywords

Navigation