Realiability for KTH Order Statistics

Authors

  • Alexandrina Maria Proca Transilvania University of Brasov, Romania

Keywords:

extreme value theory, max domain of attraction, reliability

Abstract

In the area of stress-strength models, there has been a large amount of work regarding the estimation of the reliability R = P{X1 < X2} when X1 and X2 are independent random variables belonging to the same univariate family of distributions. In this paper, we calculate P(Yk < Yk+1), where Yk = Xk,n + Xk−3,n; Xn,n ≤…≤ X1,n and Xk,n are the kth order statistics and variables (Xk,n)k=1,n are independent and identically distributed (i.i.d) with the common distribution Gamma.

Author Biography

Alexandrina Maria Proca, Transilvania University of Brasov, Romania

Mathematical Analysis and Probabilities Dept.

Published

2008-06-23

Issue

Section

MATHEMATICS, INFORMATICS