Title of article :
Stochastic and Dependence Comparisons Between Extreme Order Statistics in the Case of Proportional Reversed Hazard Model
Author/Authors :
Dolati, Ali yazd university - College of Mathematics - Department of Statistics, يزد, ايران , Towhidi, Mina shiraz university - College of Sciences - Department of Statistics, شيراز, ايران , Shekari, Marzieh shiraz university - College of Sciences - Department of Statistics, شيراز, ايران
Abstract :
Independent random variables $Y_{1},ldots ,Y_{n}$ belongs to the proportional reversed hazard rate (PRHR) model with proportionality parameters $lambda_1,...,lambda_n$, if $Y_{k}sim G^{lambda _{k}}(x)$, for $k=1,...,n$, where $G$ is an absolutely continuous distribution function. In this paper we compare the smallest order statistics, the sample ranges and the ratios of the smallest and largest order statistics of two sets of independent random variables belonging to PRHR model, in the sense of (reversed) hazard rate order, likelihood ratio order and dispersive order, when the variables in one set have proportionality parameters $lambda_1,...,lambda_n$ and the variables in the other set are independent and identically distributed with common parameter $overline{lambda}=sum_{k=1}^{n}lambda_k/n$. We also compare the relative degree of dependence between the smallest and the largest order statistics of these samples whit respect to the monotone regression dependence order.
Keywords :
Dependence ordering , exponentiated distribution , proportional (reversed) hazard rate model , series system , stochastic comparison
Journal title :
Journal of the Iranian Statistical Society (JIRSS)
Journal title :
Journal of the Iranian Statistical Society (JIRSS)