A Stochastic Inequality on the Largest Order Statisticsfrom Heterogeneous Gamma Variables

ZHAO Peng

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A Stochastic Inequality on the Largest Order Statisticsfrom Heterogeneous Gamma Variables

ZHAO Peng *

School of Mathematics and Statistics, Lanzhou University, LanZhou 730000

*Correspondence author

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Funding: National Natural Science Foundation of China （No.11001112）, ResearchFund for the Doctoral Program of Higher Education （No.20090211120019）

Opened online:24 January 2013

Accepted by: none

Citation: ZHAO Peng.A Stochastic Inequality on the Largest Order Statisticsfrom Heterogeneous Gamma Variables[OL]. [24 January 2013] http://en.paper.edu.cn/en_releasepaper/content/4515984

In this paper, we compare the largest orders statistics arising fromindependent heterogeneous gamma random variables according to thethe reversed hazard rate order. The resultderived here strengthens and generalizes some of the results known inthe literature. Some numerical examples are also provided toillustrate the main result.

Keywords:Reliability theory; gamma distribution; Reversed hazardrate order; Majorization; Parallel system

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