On usual multivariate stochastic ordering of order statistics from heterogeneous beta variables

Narayanaswamy Balakrishnan, Ghobad Barmalzan and Abedin Haidari

Journal of Multivariate Analysis, 2014, vol. 127, issue C, 147-150

Abstract: Let Xi∼beta(αi,1) and Yi∼beta(γi,1), i=1,2, be all independent. We show that (α1,α2)⪰m(γ1,γ2) implies (Y1:2,Y2:2)≥st(X1:2,X2:2). We then extend this result to the general case of the proportional reversed hazard rates (PRHR) model.

Keywords: Usual multivariate stochastic order; Order statistics; Proportional reversed hazard rates model; Beta distribution; Exponentiated Weibull distribution (search for similar items in EconPapers)
Date: 2014
References: View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.jmva.2014.02.008

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