In this paper, we introduce a new copula-based dependence order to compare the relative degree of dependence between two pairs of random variables. Relationship of the new order to the existing dependence orders is investigated. In particular, the new ordering is stronger than the partial...

A sufficient condition for comparing convolutions of heterogeneous exponential random variables in terms of right spread order is established. As a consequence, it is shown that a convolution of heterogeneous independent exponential random variables is more skewed than that of homogeneous...

IfX1, ...,Xnare random variables we denote byX(1)[less-than-or-equals, slant]X(2)[less-than-or-equals, slant]...[less-than-or-equals, slant]X(n)their respective order statistics. In the case where the random variables are independent and identically distributed, one may demonstrate very strong...

Let (Xi, Yi) i=1, 2, ..., n be n independent and identically distributed random variables from some continuous bivariate distribution. If X(r) denotes the rth ordered X-variate then the Y-variate, Y[r], paired with X(r) is called the concomitant of the rth order statistic. In this...

Some new results are obtained on stochastic orderings between random vectors of spacings from heterogeneous exponential distributions and homogeneous ones. LetD1, ..., Dnbe the normalized spacings associated with independent exponential random variablesX1, ...,Xn, whereXihas hazard...