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Sarikul Islam

Publications and source records attributed to Sarikul Islam.

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On general weighted cumulative residual (past) extropy of extreme order statistics

Weighted extropy has recently emerged as a flexible information measure for quantifying uncertainty, with particular relevance to order statistics. In this paper, we introduce and study a weighted cumulative analogue of extropy, extending the framework of weighted cumulative residual and cumulative past entropies to extreme order statistics. Specifically, we define the general weighted cumulative residual extropy (GWCREx) for the smallest order statistic and the general weighted cumulative past extropy (GWCPEx) for the largest order statistic, along with their dynamic versions. We show that these weighted measures and their dynamic counterparts uniquely characterize the underlying distribution. Moreover, we establish new characterization results for two widely used reliability models: the generalized Pareto distribution and the power distribution. The proposed framework provides a unified information-theoretic tool for analysing extreme lifetimes in reliability engineering and survival analysis.

math.ST

Weighted Tail Random Variable: A Novel Framework with Stochastic Properties and Applications

This paper introduces a novel framework to construct the probability density function (PDF) of non-negative continuous random variables. The proposed framework uses two functions: one is the survival function (SF) of a non-negative continuous random variable, and the other is a weight function, which is an increasing and differentiable function satisfying some properties. The resulting random variable is referred to as the weighted tail random variable (WTRV) corresponding to the given random variable and the weight function. We investigate several reliability properties of the WTRV and establish various stochastic orderings between a random variable and its WTRV, as well as between two WTRVs. Using this framework, we construct a WTRV of the Kumaraswamy distribution. We conduct goodness-of-fit tests for two real-world datasets, applied to the Kumaraswamy distribution and its corresponding WTRV. The test results indicate that the WTRV offers a superior fit compared to the Kumaraswamy distribution, which demonstrates the utility of the proposed framework.

math.ST

Stochastic comparison of series and parallel systems lifetime in Archimedean copula under random shock

In this paper, we studied the stochastic ordering behavior of series as well as parallel systems' lifetimes comprising dependent and heterogeneous components, experiencing random shocks, and exhibiting distinct dependency structures. We establish certain conditions on the lifetime of individual components where the dependency among components defined by Archimedean copulas, and the impact of random shocks on the overall system lifetime to get the results. We consider components whose survival functions are either increasing log-concave or decreasing log-convex functions of the parameters involved. These conditions make it possible to compare the lifetimes of two systems using the usual stochastic order framework. Additionally, we provide examples and graphical representations to elucidate our theoretical findings.

math.ST

Stochastic ordering of extreme order statistics in Archimax copula

An extension of Archimax copula class in more than two random variables ( Multivariate ) was introduced in (J\'agr 2011) for describing dependency structures among random variables in higher dimension, and some properties of Archimax copula were explored in (Charpentier et al. 2014). In this article, some results for stochastic ordering of extreme order statistics in (Li and Fang 2015) are generalized and proved in Archimax copula. Stochastic ordering of sample extremes for PHR models is generalized and proved in Archimax copula. Examples with graphical illustrations are also presented.

math.ST