• DocumentCode
    1255358
  • Title

    Stochastic ordering of extreme value distributions

  • Author

    Wang, Ganghuai ; Lambert, James H. ; Haimes, Yacov Y.

  • Author_Institution
    Virginia Univ., Charlottesville, VA, USA
  • Volume
    29
  • Issue
    6
  • fYear
    1999
  • fDate
    11/1/1999 12:00:00 AM
  • Firstpage
    696
  • Lastpage
    701
  • Abstract
    We investigate the second-order stochastic ordering of the extreme value distributions within each of three families: the Gumbel distribution, the Frechet distribution, and the Weibull distribution. We give conditions for second-order stochastic dominance, conditional second-order stochastic dominance, and order statistics second-order stochastic dominance within the three families
  • Keywords
    Weibull distribution; statistics; Frechet distribution; Gumbel distribution; Weibull distribution; conditional second-order stochastic dominance; extreme value distributions; order statistics second-order stochastic dominance; second-order stochastic ordering; Convergence; Decision making; Parametric statistics; Probability distribution; Random variables; Statistical distributions; Stochastic processes; Systems engineering and theory; Utility theory; Weibull distribution;
  • fLanguage
    English
  • Journal_Title
    Systems, Man and Cybernetics, Part A: Systems and Humans, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1083-4427
  • Type

    jour

  • DOI
    10.1109/3468.798077
  • Filename
    798077
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1255358