On stochastic comparisons of largest order statistics in the scale model

Abstract

Let $X_{\lambda _{1}},X_{\lambda _{2}},\ldots ,X_{\lambda _{n}}$ be independent nonnegative random variables with $X_{\lambda _{i}}\sim F(\lambda _{i}t)$, $i=1,\ldots ,n$, where $\lambda _{i}>0$, $i=1,\ldots ,n$ and $F$ is an absolutely continuous distribution. It is shown that, under some conditions, one largest order statistic $X_{n:n}^{\lambda }$ is smaller than another one $X_{n:n}^{\theta }$ according to likelihood ratio ordering. Furthermore, we apply these results when $F$ is a generalized gamma distribution which includes Weibull, gamma and exponential random variables as special cases