Convex transform order of the maximum of independent Weibull random variables

Jintang Wu; Mengshou Wang; Xiaohu Li

doi:10.1016/j.spl.2019.108597

Convex transform order of the maximum of independent Weibull random variables

Jintang Wu
, Mengshou Wang
, Xiaohu Li

Department of Mathematical Sciences

Huaqiao University

Research output: Contribution to journal › Article › peer-review

10 Scopus citations

Abstract

The convex transform order on the maximum of independent heterogeneous Weibull distributions with shape parameters less than 1 is built. Together with Theorem 3.2 of Balakrishnan et al. (2018a,b), this outcome enriches the ordering results of Weibull distributions.

Original language	English
Article number	108597
Journal	Statistics and Probability Letters
Volume	156
DOIs	https://doi.org/10.1016/j.spl.2019.108597
State	Published - Jan 2020

Keywords

Excess wealth order
Increasing convex order
Increasing hazard rate
Skewness

Access to Document

10.1016/j.spl.2019.108597

Cite this

@article{1056db6ffbeb4a349495a2c9e83d8904,

title = "Convex transform order of the maximum of independent Weibull random variables",

abstract = "The convex transform order on the maximum of independent heterogeneous Weibull distributions with shape parameters less than 1 is built. Together with Theorem 3.2 of Balakrishnan et al. (2018a,b), this outcome enriches the ordering results of Weibull distributions.",

keywords = "Excess wealth order, Increasing convex order, Increasing hazard rate, Skewness",

author = "Jintang Wu and Mengshou Wang and Xiaohu Li",

note = "Publisher Copyright: {\textcopyright} 2019 Elsevier B.V.",

year = "2020",

month = jan,

doi = "10.1016/j.spl.2019.108597",

language = "English",

volume = "156",

}

TY - JOUR

T1 - Convex transform order of the maximum of independent Weibull random variables

AU - Wu, Jintang

AU - Wang, Mengshou

AU - Li, Xiaohu

PY - 2020/1

Y1 - 2020/1

N2 - The convex transform order on the maximum of independent heterogeneous Weibull distributions with shape parameters less than 1 is built. Together with Theorem 3.2 of Balakrishnan et al. (2018a,b), this outcome enriches the ordering results of Weibull distributions.

AB - The convex transform order on the maximum of independent heterogeneous Weibull distributions with shape parameters less than 1 is built. Together with Theorem 3.2 of Balakrishnan et al. (2018a,b), this outcome enriches the ordering results of Weibull distributions.

KW - Excess wealth order

KW - Increasing convex order

KW - Increasing hazard rate

KW - Skewness

UR - https://www.scopus.com/pages/publications/85071359943

UR - https://www.scopus.com/pages/publications/85071359943#tab=citedBy

U2 - 10.1016/j.spl.2019.108597

DO - 10.1016/j.spl.2019.108597

M3 - Article

AN - SCOPUS:85071359943

SN - 0167-7152

VL - 156

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

M1 - 108597

ER -

Convex transform order of the maximum of independent Weibull random variables

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this