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

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Abstract

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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Acknowledgements

The first author is thankful to the Natural Sciences and Engineering Research Council of Canada No. 261968-2013. The work of the second author was supported by King Saud University, Deanship of Scientific Research, College of Science Research Center. The authors also thank two anonymous referees for their careful reading and for their constructive comments which helped them to improve the text.

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Authors and Affiliations

  1. Département de mathématiques et d’informatique, Université du Québec à Trois-Rivières, 3351, boulevard des Forges, Trois-Rivières, QC, G9A 5H7, Canada

    M. Mesfioui

  2. Department of Statistics & O. R., College of Science, King Saud University, P.O. Box 2455, Riyadh, 11451, Saudi Arabia

    M. Kayid

  3. Department of Statistics, Faculty of Basic Science and Engineering of Bijar, University of Kurdistan, Bijar, Iran

    S. Izadkhah

Authors
  1. M. Mesfioui
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  2. M. Kayid
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  3. S. Izadkhah
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Correspondence to M. Kayid.

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Mesfioui, M., Kayid, M. & Izadkhah, S. Stochastic comparisons of order statistics from heterogeneous random variables with Archimedean copula. Metrika 80, 749–766 (2017). https://doi.org/10.1007/s00184-017-0626-z

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

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