Ordering Properties of Order Statistics from Heterogeneous Generalized
Exponential and Gamma Populations
Let (resp. ) be independent random variables such that (resp. ) follows generalized exponential distribution with shape parameter and scale parameter (resp. ), . Here it is shown that if is -larger than (resp. weakly supermajorizes) , then will be greater than in usual stochastic order (resp. reversed hazard rate order). That no relation exists between and , under same condition, in terms of likelihood ratio ordering has also been shown. It is also shown that, if follows generalized exponential distribution with parameters , where is the mean of all 's, , then is greater than in likelihood ratio ordering. Some new results on majorization have been developed which fill up some gap in the theory of majorization. Some results on multiple-outlier model are also discussed. In addition to this, we compare two series systems formed by gamma components with respect to different stochastic orders.
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