مشخصات پژوهش

صفحه نخست /Stochastic comparison of ...
عنوان Stochastic comparison of parallel systems with heterogeneous dependent exponential components
نوع پژوهش مقاله چاپ‌شده در مجلات علمی
کلیدواژه‌ها Archimedean copula; Dispersive order; Hazard rate order; IFR distributions‎.
چکیده ‎Let $\bm X=(X_1,\ldots,X_n)$ and $\bm Y=(Y_1,\ldots,Y_n)$ be two random vectors with common Archimedean copula with generator function $\phi$‎, ‎where‎, ‎for $i=1,\ldots,n$‎, ‎$X_i$ is an exponential random variable with hazard rate $\lambda_i$ and $Y_i$ is an exponential random variable with hazard rate $\lambda$‎. ‎In this paper we prove that under some sufficient conditions on the function $\phi$‎, ‎the largest order statistic corresponding to $\bm X$ is larger than that of $\bm Y$ according to the dispersive ordering and hazard rate ordering‎. ‎The new results‎ ‎generalized the results in Dykstra‎, ‎Kochar‎, ‎and Rojo [{\it Journal of Statistical planning and Inference} {\bf 65} (1997) 203-211] and Khaledi and Kochar [{\it Journal of Applied Probability} {\bf 37} (2000) 283-291]‎. ‎We show that the new results can be applied to some well known Archimedean copulas‎.
پژوهشگران ابراهیم امینی سرشت (نفر اول)، بهاالدین خالدی (نفر دوم)، سلمان ایزدخواه (نفر سوم)