Characterization of MRL order of fail-safe systems with heterogeneous exponential components (Q2390463): Difference between revisions

Let \(X_1,X_2,\dots,X_n\) be independent exponential random variables with respective hazard rates \(\lambda_1,\lambda_2,\ldots,\lambda_n\). Let \(Y_1,Y_2,\dots,Y_n\) be other independent exponential random variables, all with a common hazard rate \(\lambda\). The authors find necessary and sufficient conditions on \(\lambda_1,\lambda_2,\dots,\lambda_n\) and \(\lambda\) for the stochastic inequality \(X_{2:n}\geq_{\mathrm{mrl}}Y_{2:n}\) to hold, where \(X_{2:n}\) denotes the second order statistic among \(X_1,X_2,\dots,X_n\), \(Y_{2:n}\) denotes the second order statistic among \(Y_1,Y_2,\dots,Y_n\), and \(\leq_{\mathrm{mrl}}\) denotes the mean residual life stochastic order. The authors also find necessary and sufficient conditions on \(\lambda_1,\lambda_2,\dots,\lambda_n\) and \(\lambda\) for the stochastic inequality \(X_{2:n}\leq_{\mathrm{mrl}}Y_{2:n}\) to hold.