Advances and Applications in Statistics
Volume 54, Issue 1, Pages 69 - 84
(January 2019) http://dx.doi.org/10.17654/AS054010069 |
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NEW ORDERING PROPERTIES OF ORDER STATISTICS FROM DEPENDENT RANDOM VARIABLES
Mhamed Mesfioui and Ali Algarni
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Abstract: Let Xn:n and X1:n be the largest and smallest order statistics of random variables X1,..., Xn. In this paper, we derive various stochastic relationships among Xn:n and Yn:n (resp. X1:n and Y1:n of two sets of dependent and homogenous random variables connected with Archimedean copulas. Many illustrations using parametric copula families are also presented. |
Keywords and phrases: Archimedean copulas, stochastic orderings, order statistics.
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