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COMPARISONS ON LARGEST ORDER STATISTICS FROM HETEROGENEOUS GAMMA SAMPLES

  • Ting Zhang (a1), Yiying Zhang (a1) and Peng Zhao (a2)

Abstract

This paper deals with stochastic comparisons of the largest order statistics arising from two sets of independent and heterogeneous gamma samples. It is shown that the weak supermajorization order between the vectors of scale parameters together with the weak submajorization order between the vectors of shape parameters imply the reversed hazard rate ordering between the corresponding maximum order statistics. We also establish sufficient conditions of the usual stochastic ordering in terms of the p-larger order between the vectors of scale parameters and the weak submajorization order between the vectors of shape parameters. Numerical examples and applications in auction theory and reliability engineering are provided to illustrate these results.

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Keywords

COMPARISONS ON LARGEST ORDER STATISTICS FROM HETEROGENEOUS GAMMA SAMPLES

  • Ting Zhang (a1), Yiying Zhang (a1) and Peng Zhao (a2)

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