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In this paper we provide some sufficient conditions to stochastically compare linear combinations of independent random variables. The main results extend those given in Proschan (1965), Ma (1998), Zhao et al. (2011), and Yu (2011). In particular, we propose a new sufficient condition to compare the peakedness of linear combinations of independent random variables which may have heavy-tailed properties. [ABSTRACT FROM AUTHOR]

In this paper, some ordering properties of convolutions of heterogeneous Bernoulli random variables are discussed. It is shown that, under some suitable conditions, the likelihood ratio order and the reversed hazard rate order hold between convolutions of two heterogeneous Bernoulli sequences. The results established here extend and strengthen the previous results of Pledger and Proschan (1971) and Boland, Singh and Cukic (2002). [ABSTRACT FROM AUTHOR]

A parallel system with heterogeneous exponential component lifetimes is shown to be more skewed (according to the convex transform order) than the system with independent and identically distributed exponential components. As a consequence, equivalent conditions for comparing the variabilities of the largest order statistics from heterogeneous and homogeneous exponential samples in the sense of the dispersive order and the right- spread order are established. A sufficient condition is also given for the proportional hazard rate model. [ABSTRACT FROM AUTHOR]

In this paper, we propose a novel method for constructing upper bounds of the quasi-stationary distribution of SIS processes. Using this method, we obtain an upper bound that is better than the state-of-the-art upper bound. Moreover, we prove that the fixed point map Φ [7] actually preserves the equilibrium reversed hazard rate order under a certain condition. This allows us to further improve the upper bound. Some numerical results are presented to illustrate the results. [ABSTRACT FROM PUBLISHER]

Professors Balakrishnan and Zhao have written an excellent survey on the recent developments of stochastic comparisons of order statistics, which cover almost every aspect of ordering properties of order statistics from both continuous and discrete heterogeneous populations. My discussion will be limited to the skewness of order statistics and order statistics from heterogeneous populations with different shape parameters. [ABSTRACT FROM AUTHOR]

In this paper, a new sufficient condition for comparing linear combinations of independent gamma random variables according to star ordering is given. This unifies some of the newly proved results on this problem. Equivalent characterizations between various stochastic orders are established by utilizing the new condition. The main results in this paper generalize and unify several results in the literature including those of Amiri, Khaledi, and Samaniego [2], Zhao [18], and Kochar and Xu [9]. [ABSTRACT FROM AUTHOR]

In this article, we study the order statistics from heterogenous negative binomial random variables. Sufficient conditions are provided for comparing the extreme order statistics according to the usual stochastic order. For the special case of geometric distribution, a sufficient condition is established for comparing order statistics in the sense of multivariate stochastic order. Applications in the Poisson–Gamma shock model and redundant systems have been described as well. [ABSTRACT FROM AUTHOR]

In this article, mixture representations of survival functions of residual lifetimes of k-out-of-n systems are obtained when the components are independent but not necessarily identically distributed. Then we stochastically compare the residual lifetimes of k-out-of-n systems in one- and two-sample problems. In particular, the results extend some results in Li and Zhao [14], Khaledi and Shaked [13], Sadegh [17], Gurler and Bairamov [7] and Navarro, Balakrishnan, and Samaniego [16]. Applications in the proportional hazard rates model are presented as well. [ABSTRACT FROM AUTHOR]

Let X1, ? , Xnbe independent random variables with Xihaving survival function F?i, i= 1, ? , n, and let Y1, ? ,Ynbe a random sample with common population survival distribution F, where c= ?i=1n?i/n. Let Xn:nand Yn:ndenote the lifetimes of the parallel systems consisting of these components, respectively. It is shown that Xn:nis greater than Yn:nin terms of likelihood ratio order. It is also proved that the sample range Xn:n? X1:nis larger than Yn:n? Y1:naccording to reverse hazard rate ordering. These two results strengthen and generalize the results in Dykstra, Kochar, and Rojo [6] and Kochar and Rojo [11], respectively. [ABSTRACT FROM AUTHOR]

First of all, we express our sincere thanks to all the discussants for their valuable comments and suggestions as well as for their own significant contributions to the area of order statistics in general, and to the topic of stochastic comparison in particular. We shall now provide our response to the comments and suggestions of all the discussants. [ABSTRACT FROM AUTHOR]

In our article [3] we have found a gap in the middle of the proof of Theorem 3.2. Therefore, we do not know whether Theorem 3.2 is true for the reverse hazard rate order. However, we could prove the following weaker result for the stochastic order. [ABSTRACT FROM AUTHOR]