Ordering extremes of exponentiated location-scale models with dependent and heterogeneous random samples

Sangita Das () and Suchandan Kayal ()
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Sangita Das: National Institute of Technology Rourkela
Suchandan Kayal: National Institute of Technology Rourkela

Metrika: International Journal for Theoretical and Applied Statistics, 2020, vol. 83, issue 8, No 1, 869-893

Abstract: Abstract This paper is devoted to some ordering results for the largest and the smallest order statistics arising from dependent heterogeneous exponentiated location-scale random observations. We assume that the sets of observations are sharing a common or different Archimedean copula(s). Sufficient conditions for which the usual stochastic order and the reversed hazard rate order between the extreme order statistics hold are derived. Various numerical examples are provided for the illustration of the proposed results. Finally, some applications of the comparison results in engineering reliability and auction theory are presented.

Keywords: Archimedean copula; Order statistics; Majorization; Stochastic orders; 60E15; 62G30; 60K10 (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s00184-019-00753-2

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