Analysis of Order Statistics from Distributions with Regularly Varying Tails

Yu Huang, Yongling Li and Maochao Xu

Communications in Statistics - Theory and Methods, 2014, vol. 43, issue 13, 2702-2713

Abstract: In this article, necessary conditions for comparing order statistics from distributions with regularly varying tails are discussed in terms of various stochastic orders. A necessary and sufficient condition for stochastically comparing tail behaviors of order statistics is derived. The main results generalize and recover some results in Kleiber (2002, 2004). Extensions to coherent systems are mentioned as well.

Date: 2014
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DOI: 10.1080/03610926.2012.683126

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