Ordering properties of the largest order statistics from Kumaraswamy-G models under random shocks
Amarjit Kundu and
Shovan Chowdhury
Communications in Statistics - Theory and Methods, 2021, vol. 50, issue 6, 1502-1514
Abstract:
In this paper we compare the maximums of two independent and heterogeneous samples each following Kumaraswamy-G distribution with the same and the different parent distribution functions using the concept of matrix majorization. The comparisons are particularly carried out with respect to usual stochastic ordering when each sampling unit experiences a random shock. It is also shown that, under similar conditions no reversed hazard rate ordering exists between maximums.
Date: 2021
References: Add references at CitEc
Citations:
Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2019.1651862 (text/html)
Access to full text is restricted to subscribers.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:50:y:2021:i:6:p:1502-1514
Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20
DOI: 10.1080/03610926.2019.1651862
Access Statistics for this article
Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe
More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().