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Let X1:n≤X2:n⋯≤Xn:n be the order statistics from some sample, and let Y[1:n],Y[2:n],…,Y[n:n] be the corresponding concomitants. One purpose of this paper is to obtain results that stochastically compare, in various senses, the random vector (Xr:n,Y[r:n]) to the random vector...
Persistent link: https://www.econbiz.de/10011041997
Two multivariate hazard rate stochastic orders are introduced and studied. Their meaning, properties, and relationship to other common stochastic orders are examined and investigated. Some examples that illustrate the theory are detailed. Finally, some applications of the new orders in...
Persistent link: https://www.econbiz.de/10005221436
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...
Persistent link: https://www.econbiz.de/10005199827
In this paper we establish multivariate hazard rate, multivariate reverse hazard rate, and multivariate likelihood ratio stochastic orderings among multivariate random mapping (mixture) distributions. The new results streamline and simplify the proofs of some partial results that have recently...
Persistent link: https://www.econbiz.de/10008861586