Title of article
Multivariate Dispersive Ordering of Generalized Order Statistics
Author/Authors
Chen, Jing Shenzhen University - Business School, China , Hu, Taizhong University of Science and Technology of China - Deparlment of Sta tistics and Finance, China
From page
61
To page
75
Abstract
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 conditions on the underlying distribution functions and the parameters on which GOSs are based, to establish Sheked-Shanthikumar multivariate dispersive ordering of GOSsfrom one sample and Khaledi-Kochar multivariate dispersive ordering of GOSsfrom two samples. Someapplications are also given.
Keywords
Copula , DFR , directionally convex function , dispersive order , hazard rate order , nonhomogeneous Poisson process , record values
Journal title
Journal of the Iranian Statistical Society (JIRSS)
Journal title
Journal of the Iranian Statistical Society (JIRSS)
Record number
2650553
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