The paper is motivated by the stochastic comparison of the reliability of non-repairable -out-of- systems. The lifetime of such a system with nonidentical components is compared with the lifetime of a system with identical components. Formally the problem is as follows. Let be positive independent random variables with common distribution . For and , let consider and . Remark that this is no more than a change of scale for each term. For let us define to be the th order statistics of the random variables , and similarly to be the th order statistics of If are the lifetimes of the components of a +--out-of- non-repairable system, then is the lifetime of the system. In this paper, we give for a fixed a sufficient condition for where is the usual ordering for distributions. In the markovian case (all components have an exponential lifetime), we give a necessary and sufficient condition. We prove that is greater that according to the usual stochastic ordering if and only if
Mots-clés : stochastic ordering, Markov system, order statistics, $k$-out-of-$n$
@article{PS_2006__10__1_0, author = {Bon, Jean-Louis and P\u{a}lt\u{a}nea, Eugen}, title = {Comparison of order statistics in a random sequence to the same statistics with {I.I.D.} variables}, journal = {ESAIM: Probability and Statistics}, pages = {1--10}, publisher = {EDP-Sciences}, volume = {10}, year = {2006}, doi = {10.1051/ps:2005020}, mrnumber = {2188345}, language = {en}, url = {http://archive.numdam.org/articles/10.1051/ps:2005020/} }
TY - JOUR AU - Bon, Jean-Louis AU - Păltănea, Eugen TI - Comparison of order statistics in a random sequence to the same statistics with I.I.D. variables JO - ESAIM: Probability and Statistics PY - 2006 SP - 1 EP - 10 VL - 10 PB - EDP-Sciences UR - http://archive.numdam.org/articles/10.1051/ps:2005020/ DO - 10.1051/ps:2005020 LA - en ID - PS_2006__10__1_0 ER -
%0 Journal Article %A Bon, Jean-Louis %A Păltănea, Eugen %T Comparison of order statistics in a random sequence to the same statistics with I.I.D. variables %J ESAIM: Probability and Statistics %D 2006 %P 1-10 %V 10 %I EDP-Sciences %U http://archive.numdam.org/articles/10.1051/ps:2005020/ %R 10.1051/ps:2005020 %G en %F PS_2006__10__1_0
Bon, Jean-Louis; Păltănea, Eugen. Comparison of order statistics in a random sequence to the same statistics with I.I.D. variables. ESAIM: Probability and Statistics, Tome 10 (2006), pp. 1-10. doi : 10.1051/ps:2005020. http://archive.numdam.org/articles/10.1051/ps:2005020/
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