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Portland State University

Stochastic models

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Full-Text Articles in Statistics and Probability

Some New Results On Stochastic Comparisons Of Coherent Systems Using Signatures, Ebrahim Amini-Seresht, Baha-Eldin Khaledi, Subhash C. Kochar Mar 2020

Some New Results On Stochastic Comparisons Of Coherent Systems Using Signatures, Ebrahim Amini-Seresht, Baha-Eldin Khaledi, Subhash C. Kochar

Mathematics and Statistics Faculty Publications and Presentations

We consider coherent systems with independent and identically distributed components. While it is clear that the system’s life will be stochastically larger when the components are replaced with stochastically better components, we show that, in general, similar results may not hold for hazard rate, reverse hazard rate, and likelihood ratio orderings. We find sufficient conditions on the signature vector for these results to hold. These results are combined with other well-known results in the literature to get more general results for comparing two systems of the same size with different signature vectors and possibly with different independent and identically distributed …


On The Skewness Of Order Statistics With Applications, Subhash C. Kochar, Maochao Xu Jan 2012

On The Skewness Of Order Statistics With Applications, Subhash C. Kochar, Maochao Xu

Mathematics and Statistics Faculty Publications and Presentations

Order statistics from heterogenous samples have been extensively studied in the literature. However, most of the work focused on the effect of heterogeneity on the magnitude and dispersion of order statistics. In this paper, we study the skewness of order statistics from heterogeneous samples in the sense of star order. The main results extended the results in Kochar and Xu (2009, 2011). Examples and applications in statistical inference are highlighted.