Likelihood ratio and dispersive orders for smallest order statistics and smallest claim amounts from heterogeneous Weibull sample

DOI10.1016/J.SPL.2015.11.009MaRDI QIDQ273680zbMATH OpenOpenAlexFDO

Authors Ghobad Barmalzan, Amir T. Payandeh Najafabadi, Narayanaswamy Balakrishnan

Publication date 22 April 2016

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2015.11.009

zbMATH Keywords

Weibull distributiondispersive orderlikelihood ratio ordersmallest claim amountweak submajorizationweak supermajorization

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

Recommendations

• Likelihood ratio order of sample minimum from heterogeneous Weibull random variables
• Likelihood ratio order of parallel systems with heterogeneous Weibull components
• New results on stochastic comparison of order statistics from heterogeneous Weibull populations
• Comparisons of smallest order statistics from Weibull distributions with different scale and shape parameters
• On extreme order statistics from heterogeneous Weibull variables

Cites work

• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• Comparison methods for stochastic models and risks
• Comparisons of smallest order statistics from Weibull distributions with different scale and shape parameters
• Dispersive ordering-some applications and examples
• Inequalities: theory of majorization and its applications
• Likelihood ratio order of sample minimum from heterogeneous Weibull random variables
• Stochastic comparisons of series systems with heterogeneous Weibull components
• Stochastic orders
• Weibull Models
• Weibull distribution: some stochastic comparisons results

Cited in

(17)

• A method for constructing and interpreting some weighted premium principles
• On the convex transform and right-spread orders of smallest claim amounts
• Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios
• Stochastic comparisons between the extreme claim amounts from two heterogeneous portfolios in the case of transmuted-G model
• Ordering results for smallest claim amounts from two portfolios of risks with dependent heterogeneous exponentiated location-scale claims
• Ordering of series and parallel systems comprising heterogeneous generalized modified Weibull components
• On transform orders for largest claim amounts
• On fail-safe systems under random shocks
• On stochastic comparisons of coherent systems with two different types of components
• Ordering results on extremes of inverse Kumaraswamy random samples
• Likelihood ratio order of sample minimum from heterogeneous Weibull random variables
• Stochastic comparisons of the largest and smallest claim amounts with heterogeneous survival exponentiated location-scale distributed claim severities
• Ordering properties of extreme claim amounts from heterogeneous portfolios
• Orderings of the smallest claim amounts from exponentiated location-scale models
• Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios
• Stochastic comparisons of largest claim amount from heterogeneous and dependent insurance portfolios
• Lower and upper bounds for survival functions of the smallest and largest claim amounts in layer coverages

This page was built for publication: Likelihood ratio and dispersive orders for smallest order statistics and smallest claim amounts from heterogeneous Weibull sample

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q273680)