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Showing 10 results for Majorization
Ghobad Barmalzan, Abedin Haidari, Maryam Abdollahzade,
Volume 6, Issue 2 (2-2013)
Abstract
Suppose there are two groups of independent exponential random variables, where the first group has different hazard rates and the second group has common hazard rate. In this paper, the various stochastic orderings between their sample spacings have studied and introduced some necessary and sufficient conditions to equivalence of these stochastic ordering. Also, for the special case of sample size two, it is shown that the hazard rate function of the second sample spacing is Shcur-concave in the inverse vector of parameters.
Ghobad Barmalzan, Abedin Haidari, Khaled Masomifard,
Volume 9, Issue 2 (2-2016)
Abstract
In this paper, series and parallel systems, when the lifetimes of their components following the scale model are studied and different stochastic orderings between them are discussed. Moreover, we apply these results to the series and parallel systems consisting of exponentiated Weibull or generalized gamma components. The presented results in this paper complete and extend some known results in the literature.
Ebrahim Amini-Seresht, Majid Sadeghifar, Mona Shiri,
Volume 12, Issue 1 (9-2018)
Abstract
In this paper, we further investigate stochastic comparisons of the lifetime of parallel systems with heterogeneous independent Pareto components in term of the star order and convex order. It will be proved that the lifetime of a parallel system with heterogeneous independent components from Pareto model is always smaller than from the lifetime of another parallel system with homogeneous independent components from Pareto model in the sense of convex order. Also, under a general condition on the scale parameters, it is proved a result involving with star order.
Ghobad Barmalzan,
Volume 12, Issue 2 (3-2019)
Abstract
The aggregate claim amount in a particular time period is a quantity of fundamental importance for proper management of an insurance company and also for pricing of insurance coverages. In this paper, the usual stochastic order between aggregate claim amounts is discussed when the survival function of claims is a increasing and concave. The results established here complete some results of Li and Li (2016).
Ghobad Barmalzan,
Volume 13, Issue 1 (9-2019)
Abstract
In this paper, under certain conditions, the usual stochastic, convex and dispersive orders between the smallest claim amounts with independent Weibull claims are discussed. Also, under conditions on some well-known common copula, some stochastic comparisons of smallest claim amounts with dependent heterogeneous claims have been obtained.
Ghobad Barmalzan, Abedin Haidari,
Volume 13, Issue 2 (2-2020)
Abstract
This paper examines the problem of stochastic comparisons of series and parallel systems with independent and heterogeneous components generalized linear failure rate. First, we consider two series system with possibly different parameters and obtain the usual stochastic order between the series systems. Next, we drive the usual stochastic order between parallel systems. We also discuss the usual stochastic order between parallel systems by using the unordered majorization and the weighted majorization order between the parameters on the Ɗп.
Masoud Amiri, muhyiddin Izadi, baha-Eldin Khaledi,
Volume 14, Issue 1 (8-2020)
Abstract
In this paper, the worst allocation of deductibles and limits in layer policies are discussed from the viewpoint of the insurer. It is shown that if n independent and identically distributed exponential risks are covered by the layer policies and the policy limits are equal, then the worst allocation of deductibles from the viewpoint of the insurer is (d, 0, ..., 0).
Ghobad Barmalzan, Ali Akbar Hosseinzadeh, Ebrahim Amini Seresht,
Volume 15, Issue 2 (3-2022)
Abstract
This paper discusses the hazard rate order of the fail-safe systems arising from two sets of independent multiple-outlier scale distributed components. Under certain conditions on scale parameters in the scale model and the submajorization order between the sample size vectors, the hazard rate ordering between the corresponding fail-safe systems from multiple-outlier scale random variables is established. Under certain conditions on the Archimedean copula and scale parameters, we also discuss the usual stochastic order of these systems with dependent components.
Aliakbar Hosseinzadeh, Ghobad Barmalzan, Mostafa Sattari,
Volume 16, Issue 1 (9-2022)
Abstract
In this paper, we discuss the hazard rate order of (n-1)-out-of-n systems arising from two sets of independent multiple-outlier modified proportional hazard rates components. Under certain conditions on the parameters and the sub-majorization order between the sample size vectors, the hazard rate order between the (n-1)-out-of-n systems from multiple-outlier modified proportional hazard rates is established.
Mr Abed Hossein Panahi, Dr Habib Jafari, Dr Ghobad Saadat Kia,
Volume 18, Issue 1 (8-2024)
Abstract
Often, reliability systems suffer shocks from external stress factors, stressing the system at random. These random shocks may have non-ignorable effects on the reliability of the system. In this paper, we provide sufficient and necessary conditions on components' lifetimes and their survival probabilities from random shocks for comparing the lifetimes of two $(n-1)$-out-of-$n$ systems in two cases: (i) when components are independent, and then (ii) when components are dependent.
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