Ordering extremes of exponentiated location-scale models with dependent and heterogeneous random samples

被引：14

作者：

Das, Sangita ^{[1
]}

Kayal, Suchandan ^{[1
]}

机构：

[1] Natl Inst Technol Rourkela, Dept Math, Rourkela 769008, India

来源：

METRIKA | 2020年 / 83卷 / 08期

关键词：

Archimedean copula; Order statistics; Majorization; Stochastic orders; STOCHASTIC COMPARISONS; PARALLEL SYSTEMS; ARCHIMEDEAN COPULAS; SERIES SYSTEMS; STATISTICS; MAJORIZATION; POPULATIONS;

D O I：

10.1007/s00184-019-00753-2

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 paper is devoted to some ordering results for the largest and the smallest order statistics arising from dependent heterogeneous exponentiated location-scale random observations. We assume that the sets of observations are sharing a common or different Archimedean copula(s). Sufficient conditions for which the usual stochastic order and the reversed hazard rate order between the extreme order statistics hold are derived. Various numerical examples are provided for the illustration of the proposed results. Finally, some applications of the comparison results in engineering reliability and auction theory are presented.

引用

页码：869 / 893

页数：25

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