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In this manuscript, we study stochastic comparisons of the second-order statistics from dependent or independent observations with modified proportional hazard rates models. First, we establish the usual stochastic order of the second-order…

Statistics Theory · Mathematics 2022-01-06 Niu Jiale

The second-largest order statistic is of special importance in reliability theory since it represents the time to failure of a $2$-out-of-$n$ system. Consider two $2$-out-of-$n$ systems with heterogeneous random lifetimes. The lifetimes are…

Statistics Theory · Mathematics 2021-04-20 Sangita Das , Suchandan Kayal

This manuscript investigates the stochastic comparisons of the second-order statistics from dependent and heterogeneous general semi-parametric family of distributions observations. Some sufficient conditions on the usual stochastic order…

Statistics Theory · Mathematics 2024-07-29 Guoqiang Lv

In this paper, we study stochastic ordering results between two finite mixtures with single and multiple outliers, assuming subpopulations follow general exponentiated location-scale distributions. For single-outlier mixtures, several…

Statistics Theory · Mathematics 2025-11-04 Raju Bhakta , Kaushik Gupta , Ghobad Saadat Kia , Suchandan Kayal

In this paper, we have studied the stochastic comparisons of the highest and lowest order statistics of exponentiated Gumble type-II distribution with three parameters. We have compared both the statistics by using three different…

Statistics Theory · Mathematics 2019-04-19 Surojit Biswas , Nitin Gupta

In this paper, we compare extreme order statistics through vector majorization arising from heterogeneous Poisson and geometric random variables. These comparisons are carried out with respect to usual stochastic ordering.

Statistics Theory · Mathematics 2021-03-02 Shovan Chowdhury , Amarjit Kundu , Surja Kanta Mishra

The stochastic comparisons of parallel and series system are worthy of study. In this paper, we present some stochastic comparisons of parallel and series systems having independent components from Gumble distribution with two parameters…

Statistics Theory · Mathematics 2019-05-03 Surojit Biswas , Nitin Gupta

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.…

Statistics Theory · Mathematics 2020-12-16 Sangita Das , Suchandan Kayal

In this paper, we have obtained conditions on parameters that result in dispersive ordering and star ordering among two unequal sets of random variables from Proportional hazard rate and Proportional reversed hazard rate family of…

Statistics Theory · Mathematics 2020-03-02 Madhurima Datta , Nitin Gupta

In this note we establish some appropriate conditions for stochastic equality of two random variables/vectors which are ordered with respect to convex ordering or with respect to supermodular ordering. Multivariate extensions of this result…

Risk Management · Quantitative Finance 2015-05-19 Chuancun Yin

We show that the $k$th order statistic from a heterogeneous sample of $n\geq k$ exponential random variables is larger than that from a homogeneous exponential sample in the sense of star ordering, as conjectured by Xu and Balakrishnan…

Statistics Theory · Mathematics 2016-07-25 Yaming Yu

For a bivariate random vector (X,Y), symmetry conditions are presented that yield stochastic orderings among |X|, |Y|, |max(X,Y)|, and | min(X, Y)|. Partial extensions of these results for multivariate random vectors (X1,...,Xn) are also…

Statistics Theory · Mathematics 2012-06-22 Yindeng Jiang , Michael D. Perlman

We consider component-wise equivariant estimation of order restricted location/scale parameters of a general bivariate distribution under quite general conditions on underlying distributions and the loss function. This paper unifies various…

Statistics Theory · Mathematics 2022-07-05 Naresh Garg , Neeraj Misra

We consider the problem of computing the joint distribution of order statistics of stochastically independent random variables in one- and two-group models. While recursive formulas for evaluating the joint cumulative distribution function…

Computation · Statistics 2018-12-24 Jonathan von Schroeder , Thorsten Dickhaus

Most of the stochastic orders for comparing random variables, considered in the literature, are afflicted with two main drawbacks: (i) lack of connex property and (ii) lack of consideration of any dependence structure between the random…

Methodology · Statistics 2021-03-03 Sugata Ghosh , Asok K. Nanda

The concept of "stochastic precedence" between two real-valued random variables has often emerged in different applied frameworks. In this paper we consider a slightly more general, and completely natural, concept of stochastic precedence…

Probability · Mathematics 2015-06-17 Emilio De Santis , Fabio Fantozzi , Fabio Spizzichino

We discuss a new stochastic ordering for the sequence of independent random variables. It generalizes the stochastic precedence order that is defined for two random variables to the case $n>2$. All conventional stochastic orders are…

Applications · Statistics 2018-12-11 Maxim Finkelstein , Nil Kamal Hazra

Let $X_1, X_2,\ldots, X_n$ (resp. $Y_1, Y_2,\ldots, Y_n$) be independent random variables such that $X_i$ (resp. $Y_i$) follows generalized exponential distribution with shape parameter $\theta_i$ and scale parameter $\lambda_i$ (resp.…

Applications · Statistics 2016-01-18 Amarjit Kundu , Shovan Chowdhury , Asok K. Nanda , Nil Kamal Hazra

A first-order model for a stock market assigns to each stock a return parameter and a variance parameter that depend only on the rank of the stock. A second-order model assigns these parameters based on both the rank and the name of the…

Statistical Finance · Quantitative Finance 2013-02-18 Robert Fernholz , Tomoyuki Ichiba , Ioannis Karatzas

Convolutions of independent random variables often arise in a natural way in many applied problems. In this article, we compare convolutions of two sets of gamma (negative binomial) random variables in the convolution order and the usual…

Probability · Mathematics 2018-11-29 Ying Zhang
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