Dispersive and star ordering of sample extremes from dependent random variables following the proportional odds model
Arindam Panja,
Pradip Kundu and
Biswabrata Pradhan
Communications in Statistics - Theory and Methods, 2023, vol. 52, issue 19, 6936-6959
Abstract:
Dispersive order is a type of variability order for comparing the variability in probability distributions. Star order compares the skewness of probability distributions. This work considers dispersive and star orders of extreme order statistics from dependent random variables following the proportional odds (PO) model. The joint distribution of the random variables is modeled with Archimedean copula. Numerical examples are provided to illustrate the findings.
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:52:y:2023:i:19:p:6936-6959
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DOI: 10.1080/03610926.2022.2037643
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