New results on comparisons of parallel systems with heterogeneous gamma components (Q618001)

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New results on comparisons of parallel systems with heterogeneous gamma components
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    New results on comparisons of parallel systems with heterogeneous gamma components (English)
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    14 January 2011
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    Let \(X_1,X_2\) be two independent gamma random variables with \(X_i\) having the shape parameter \(r>0\) and the scale parameter \(\lambda_i\), \(i=1,2\). Let \(X_1^*,X_2^*\) be another pair of independent gamma random variables with \(X_i^*\) having the shape parameter \(r>0\) and the scale parameter \(\lambda_i^*\), \(i=1,2\). The authors find conditions on the four parameters \(\lambda_1,\lambda_2,\lambda_1^*,\lambda_2^*\) such that \(\max\{X_1,X_2\}\) and \(\max\{X_1^*,X_2^*\}\) are ordered with respect to the dispersive stochastic order. They also find two other sets of conditions on \(\lambda_1,\lambda_2,\lambda_1^*,\lambda_2^*\) such that \(\max\{X_1,X_2\}\) and \(\max\{X_1^*,X_2^*\}\) are ordered with respect to the star stochastic order.
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    dispersive order
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    star order
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    majorization
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    \(p\)-larger order
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    parallel system
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