Stochastic comparisons of order statistics from heterogeneous random variables with Archimedean copula

被引：13

作者：

Mesfioui, M. ^{[1
]}

Kayid, M. ^{[2
]}

Izadkhah, S. ^{[3
]}

机构：

[1] Univ Quebec Trois Rivieres, Dept Math & Informat, 3351 Blvd Forges, Trois Rivieres, PQ G9A 5H7, Canada

[2] King Saud Univ, Dept Stat & OR, Coll Sci, POB 2455, Riyadh 11451, Saudi Arabia

[3] Univ Kurdistan, Fac Basic Sci & Engn Bijar, Dept Stat, Bijar, Iran

来源：

METRIKA | 2017年 / 80卷 / 6-8期

基金：

加拿大自然科学与工程研究理事会;

关键词：

Hazard rate order blue; Reversed hazard rate order blue; Likelihood ratio order; Order statistics; Archimedean copula; PARALLEL SYSTEMS; EXPONENTIAL COMPONENTS; GAMMA VARIABLES; DISTRIBUTIONS; POPULATIONS;

D O I：

10.1007/s00184-017-0626-z

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This article is devoted to characterize several ordering properties of the maximum order statistic of heterogenous random variables with an Archimedean copula. Some examples are also included to illustrate the obtained results.

引用

页码：749 / 766

页数：18

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