Stochastic comparison on order statistics from heterogeneous-dependent observations has been paid lots of attention recently. This paper devotes to investigating the ordering properties of order statistics from dependent observations. We derive the usual stochastic order for sample minimums and the second smallest order statistic, the dispersive order and the star order for minimums of samples having proportional hazards and Archimedean survival copulas. Similar ordering results are also obtained for maximums and the second largest order statistic of samples having proportional reversed hazards and Archimedean copulas. Several examples illustrating the main results are presented as well.
1 January 2003 in Probability in the Engineering and Informational Sciences
Inactivity time is a reliability conception dual to the residual life. In this article, we establish some stochastic comparisons on inactivity time and the residual life of series and parallel systems, respectively. Some applications are presented as well.