Dispersive and star ordering of sample extremes from dependent random variables following the proportional odds model

被引：1

作者：

Panja, Arindam ^{[1
]}

Kundu, Pradip ^{[2
]}

Pradhan, Biswabrata ^{[1
]}

机构：

[1] Indian Stat Inst, SQC&OR Unit, Kolkata, India

[2] Birla Global Univ, Decis Sci & Operat Management, Bhubaneswar, Odisha, India

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2023年 / 52卷 / 19期

关键词：

Archimedean copula; proportional odds model; stochastic order; survival function; MARSHALL-OLKIN FAMILY; STOCHASTIC COMPARISONS; REGRESSION-MODEL; STATISTICS; PARAMETER; SKEWNESS; PARALLEL; SYSTEMS; SERIES;

D O I：

10.1080/03610926.2022.2037643

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Dispersive order is a type of variability order for comparing the variability in probability distributions. Star order compares the skewness of probability distributions. This work considers dispersive and star orders of extreme order statistics from dependent random variables following the proportional odds (PO) model. The joint distribution of the random variables is modeled with Archimedean copula. Numerical examples are provided to illustrate the findings.

引用

页码：6936 / 6959

页数：24

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