Volume 6, Number 1 (March 2007) |
JIRSS 2007, 6(1): 61-75 |
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Chen J, Hu T. Multivariate Dispersive Ordering of Generalized Order Statistics. JIRSS. 2007; 6 (1) :61-75
URL: http://jirss.irstat.ir/article-1-221-en.html
URL: http://jirss.irstat.ir/article-1-221-en.html
Abstract: (4666 Views)
The concept of generalized order statistics (GOSs) was introduced as a unified approach to a variety of models of ordered random variables. The purpose of this paper is to investigate condi- tions on the underlying distribution functions and the parameters on which GOSs are based, to establish Shaked-Shanthikumar multivari- ate dispersive ordering of GOSs from one sample and Khaledi-Kochar multivariate dispersive ordering of GOSs from two samples. Some ap- plications are also given.
Keywords: Copula, DFR, directionally convex function, disper- sive order, hazard rate order, nonhomogeneous Poisson process, record values.
Subject:
60: Probability theory and stochastic processes
Received: 2013/08/21 | Accepted: 2015/09/12
Received: 2013/08/21 | Accepted: 2015/09/12
