Some new results on stochastic comparisons of parallel systems

Let X 1,…,X n be independent exponential random variables with X i having hazard rate . Let Y 1,…,Y n be a random sample of size n from an exponential distribution with common hazard rate ̃λ = (∏ i=1 n λ i )1/n , the geometric mean of the λis. Let X n:n = max{X 1,…,X n }. It is shown that X n:n is greater than Y n:n according to dispersive as well as hazard rate orderings. These results lead to a lower bound for the variance of X n:n and an upper bound on the hazard rate function of X n:n in terms of . These bounds are sharper than those obtained by Dykstra et al. ((1997), J. Statist. Plann. Inference 65, 203–211), which are in terms of the arithmetic mean of the λ i s. Furthermore, let X 1 *,…,X n ∗ be another set of independent exponential random variables with X i ∗ having hazard rate λ i ∗, i = 1,…,n. It is proved that if (logλ1,…,logλ n ) weakly majorizes (logλ1 ∗,…,logλ n ∗, then X n:n is stochastically greater than X n:n ∗.