非齐次gamma样本的最大次序统计量的随机不等式.docVIP

非齐次gamma样本的最大次序统计量的随机 不等式 赵鹏 兰州大学数学与统计学院，兰州　730000 摘要：本文研究了基于非齐次gamma样本的最大次序统计量的随机比较问题，在反失效率意义 下建立了随机不等式。所取得的结果加强和推广了文献中已有的一些结果。一些数值例子被用 来阐述所取得的结果。 关键词：可靠性理论; gamma分布；反失效率序；Majorization；并联系统 中图分类号： O211.9 A Stochastic Inequality on the Largest Order Statistics from Heterogeneous Gamma Variables ZHAO Peng School of Mathematics and Statistics, Lanzhou University, Lanzhou 730000 Abstract: In this paper, we compare the largest orders statistics arising from independent heterogeneous gamma random variables according to the the reversed hazard rate order. The result derived here strengthens and generalizes some of the results known in the literature. Some numerical examples are also provided to illustrate the main result. Key words: Reliability theory; gamma distribution; Reversed hazard rate order; Majorization; Parallel system  0  Introduction  Order statistics play an important role in statistical inference, reliability theory, life testing, operations research, and many other areas. Let X1:n ≤ · · · ≤ Xn:n denote the order statistics of random variables X1, . . . , Xn. The k-th order statistic Xk:n then corresponds to the lifetime of a (n ? k + 1)-out-of-n system, which is a very popular structure of redundancy in fault-tolerant systems that have been studied extensively in the literature. Xn:n and X1:n correspond to the lifetimes of parallel and series systems, respectively, which are the simplest examples of coherent systems. Many papers have appeared on various aspects of order statistics when the 基金项目： National Natural Science Foundation of China ，Research Fund for the Doctoral Program of Higher Education (20090211120019). 作者简介： ZHAO Peng（1980-），male，associate professor，major research direction：Applied Probability and Statistics, reliability theory, statistical inference. observations are independent and identically distributed (i.i.d.). The case when observations are non-i.i.d., however, often arises in a natural way in real life. Due to the comple