Ordering results of extreme order statistics from multiple-outlier scale models with dependence
Statistics Theory
2020-12-16 v1 Methodology
Other Statistics
Statistics Theory
Abstract
In this paper, we focus on stochastic comparisons of extreme order statistics stemming from multiple-outlier scale models with dependence. Archimedean copula is used to model dependence structure among nonnegative random variables. Sufficient conditions are obtained for comparison of the largest order statistics in the sense of the usual stochastic, reversed hazard rate, star and Lorenz orders. The smallest order statistics are also compared with respect to the usual stochastic, hazard rate, star and Lorenz orders. To illustrate the theoretical establishments, some examples are provided.
Keywords
Cite
@article{arxiv.2012.08257,
title = {Ordering results of extreme order statistics from multiple-outlier scale models with dependence},
author = {Sangita Das and Suchandan Kayal},
journal= {arXiv preprint arXiv:2012.08257},
year = {2020}
}
Comments
25 pages, 6 figures