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NEW ORDERING PROPERTIES OF ORDER STATISTICS FROM DEPENDENT RANDOM VARIABLES
Journal article

NEW ORDERING PROPERTIES OF ORDER STATISTICS FROM DEPENDENT RANDOM VARIABLES

Mhamed Mesfioui and Ali Algarni
Advances and applications in statistics, Vol.54(1), pp.69-84
31/01/2019

Abstract

Mathematics Physical Sciences Science & Technology Statistics & Probability
Let X-n:n and X-1:n be the largest and smallest order statistics of random variables X-1, ..., X-n. In this paper, we derive various stochastic relationships among X-n:n and Y-n:n (resp. X-1:n and Y-1:n) of two sets of dependent and homogenous random variables connected with Archimedean copulas. Many illustrations using parametric copula families are also presented.

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