On maximum order statistics from heterogeneous geometric variables

被引:0
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作者
Peng Zhao
Feng Su
机构
[1] Jiangsu Normal University,School of Mathematical Sciences
[2] Hengyang Normal University,Department of Mathematics and Computational Science
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关键词
Hazard rate order; Usual stochastic order; Exponential distribution; Geometric distribution; Parallel system;
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摘要
Let X1,X2 be independent geometric random variables with parameters p1,p2, respectively, and Y1,Y2 be i.i.d. geometric random variables with common parameter p. It is shown that X2:2, the maximum order statistic from X1,X2, is larger than Y2:2, the second order statistic from Y1,Y2, in terms of the hazard rate order [usual stochastic order] if and only if \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$p\geq \tilde{p}$\end{document}, where \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\tilde{p}=(p_{1}p_{2})^{\frac{1}{2}}$\end{document} is the geometric mean of (p1,p2). This result answers an open problem proposed recently by Mao and Hu (Probab. Eng. Inf. Sci. 24:245–262, 2010) for the case when n=2.
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页码:215 / 223
页数:8
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