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Ordering properties on order statistics from heterogeneous observations have been paid lots of attention. This article devotes to investigating the ordering properties on order statistics from statistically dependent observations. We build the likelihood ratio order and the (reversed) hazard...
Persistent link: https://www.econbiz.de/10011116238
The main results imply that the probability P(Z∈A+θ) is Schur-concave/Schur-convex in (θ12,…,θk2) provided that the indicator function of a set A in Rk is so, respectively; here, θ=(θ1,…,θk)∈Rk and Z is a standard normal random vector in Rk. Moreover, it is shown that the...
Persistent link: https://www.econbiz.de/10011041960
In this paper, we compare the largest order statistics arising from independent heterogeneous gamma random variables based on the likelihood ratio order. Let X1,…,Xn be independent gamma random variables with Xi having shape parameter r∈(0,1] and scale parameter λi, i=1,…,n, and let Xn:n...
Persistent link: https://www.econbiz.de/10011041973
It is shown that starting with a certain meaningful problem of the type “ranking of populations”, a need arises to employ functions which we call “Schur-convex of 2nd order with respect to two variables”. These functions L(v1,v2,v3,…,vn) are symmetric, and they are characterized in...
Persistent link: https://www.econbiz.de/10011042000
As one of the criteria for comparing variabilities among distributions, the sample range has attracted considerable attention in past decades. In this paper, we establish stochastic comparison results of sample ranges arising from two sets of heterogeneous exponential samples. It is shown that...
Persistent link: https://www.econbiz.de/10011042050