English

Orderings of extremes among dependent extended Weibull random variables

Other Statistics 2024-12-18 v1

Abstract

In this work, we consider two sets of dependent variables {X1,,Xn}\{X_{1},\ldots,X_{n}\} and {Y1,,Yn}\{Y_{1},\ldots,Y_{n}\}, where XiEW(αi,λi,ki)X_{i}\sim EW(\alpha_{i},\lambda_{i},k_{i}) and YiEW(βi,μi,li)Y_{i}\sim EW(\beta_{i},\mu_{i},l_{i}), for i=1,,ni=1,\ldots, n, which are coupled by Archimedean copulas having different generators. Also, let N1N_{1} and N2N_{2} be two non-negative integer-valued random variables, independent of XiX_{i}'s and YiY_{i}'s, respectively. We then establish different inequalities between two extremes, namely, X1:nX_{1:n} and Y1:nY_{1:n} and Xn:nX_{n:n} and Yn:nY_{n:n}, in terms of the usual stochastic, star, Lorenz, hazard rate, reversed hazard rate and dispersive orders. We also establish some ordering results between X1:N1X_{1:{N_{1}}} and Y1:N2Y_{1:{N_{2}}} and XN1:N1X_{{N_{1}}:{N_{1}}} and YN2:N2Y_{{N_{2}}:{N_{2}}} in terms of the usual stochastic order. Several examples and counterexamples are presented for illustrating all the results established here. Some of the results here extend the existing results of Barmalzan et al. (2020).

Keywords

Cite

@article{arxiv.2307.00590,
  title  = {Orderings of extremes among dependent extended Weibull random variables},
  author = {Ramkrishna Jyoti Samanta and Sangita Das and N. Balakrishnan},
  journal= {arXiv preprint arXiv:2307.00590},
  year   = {2024}
}