Stochastic comparisons of order statistics from heterogeneous random variables with Archimedean copula

M. Mesfioui; M. Kayid; S. Izadkhah

doi:10.1007/s00184-017-0626-z

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Stochastic comparisons of order statistics from heterogeneous random variables with Archimedean copula

Journal article

Peer reviewed

Stochastic comparisons of order statistics from heterogeneous random variables with Archimedean copula

M. Mesfioui, M. Kayid and S. Izadkhah

Metrika, Vol.80(6-8), pp.749-766

01/11/2017

DOI: https://doi.org/10.1007/s00184-017-0626-z

Abstract

Mathematics

Physical Sciences

Science & Technology

Statistics & Probability

This article is devoted to characterize several ordering properties of the maximum order statistic of heterogenous random variables with an Archimedean copula. Some examples are also included to illustrate the obtained results.

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Title: Stochastic comparisons of order statistics from heterogeneous random variables with Archimedean copula
Creators - without role: M. Mesfioui - Université du Québec à Trois-Rivières
M. Kayid - King Saud University
S. Izadkhah - University of Kurdistan
Publication Details: Metrika, Vol.80(6-8), pp.749-766
Publisher: Springer Nature
Number of pages: 18
Grant note: 261968-2013 / Natural Sciences and Engineering Research Council of Canada; Natural Sciences and Engineering Research Council of Canada (NSERC); CGIAR King Saud University, Deanship of Scientific Research, College of Science Research Center; King Saud University
Identifiers: 9947728608331
Academic Unit: King Saud University
Language: English
Resource Type: Journal article