Abstract
Motivated by applications in reliability theory, we define a preordering (X 1, ...,X n)\(\mathop \lesssim \limits^{{\text{(}}k)}\) (Y 1 ...,Y n) of nonnegative random vectors by requiring thek-th order statistic ofa 1 X 1,..., a n X n to be stochastically smaller than thek-th order statistic ofa 1 Y 1, ...,a n Y n for all choices ofa i >0,i=1, 2, ...,n. We identify a class of functionsM k, n such that\(X\mathop \lesssim \limits^{{\text{(}}k)} Y\) if and only ifEφ(X)⩽Eφ(Y) for allφεM k,n. Some preservation results related to the ordering\(\mathop \lesssim \limits^{{\text{(}}k)}\) are obtained. Some applications of the results in reliability theory are given.
Zusammenfassung
Motiviert durch Anwendungen in der Zuverlässigkeitstheorie wird eine Prä Ordnung (X 1, ...,X n)\(\mathop \lesssim \limits^{{\text{(}}k)}\) (Y 1, ...,Y n) auf nichtnegativen Zufallsvektoren dadurch definiert, daß gefordert wird, daß für jede Wahl vona i>0,i=1, 2, ...,n diek-te Ranggröße vona 1 X 1, ...,a n X n stochastisch kleiner als diek- te Ranggröße vona 1 Y 1, ...,a n Y n ist. Es wird eine Klasse von FunktionenM k,n beschrieben, so daß\(X\mathop \lesssim \limits^{{\text{(}}k)} Y\) genau dann gilt, wennEφ(X)⩽Eφ(Y) für alleφ εM k,n.
Für die Ordnung\(\mathop \lesssim \limits^{{\text{(}}k)}\) werden einige Erhaltungsgesetze hergeleitet. Ferner werden einige Anwendungen der Resultate in der Zuverlässigkeitstheorie angegeben.
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Prepared while the author was visiting the Department of Mathematics, University of Arizona.
Partially supported by CNR (Comitato per le Scienze Economiche, Sbciologiche e Statistiche).
Supported by the Air Force Office of Scientific Research, U.S.A.F., under Grant AFOSR-84-0205.
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Scarsini, M., Shaked, M. Ordering distributions by scaled order statistics. Zeitschrift für Operations Research 31, A1–A13 (1987). https://doi.org/10.1007/BF01258603
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DOI: https://doi.org/10.1007/BF01258603