Stochastic comparisons of random minima and maxima from life distributions

Jaroslaw Bartoszewicz

Statistics & Probability Letters, 2001, vol. 55, issue 1, 107-112

Abstract: Recently Shaked and Wong (J. Appl. Probab. 34 (1997) 420) obtained stochastic comparison results involving random minima and maxima of a sequence of non-negative independent random variables. In this paper we derive some relations between the random extremes and classes of life distributions with monotone hazard rate. Preservation of some stochastic orders under the taking of random extremes is established. Results of Shaked (in: Patil et al. (Eds.), Statistical Distributions in Scientific Work, Reidel, Dordrecht, 1975, p. 363) are extended and a new proof of a result of Shaked and Wong (1997) is given.

Keywords: Exponential; distribution; IFR; DFR; IFRA; DFRA; NBU; NWU; Partial; orders; Reversed; failure; rate; Laplace; transform; Mixtures (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (9)

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