Limit distributions of the upper order statistics for the Lévy-frailty Marshall-Olkin distribution (Q2027091)

The Lévy-frailty subfamily of the Marshall-Olkin (LFMO) distribution as a particular case of Marshall-Olkin (MO) distribution turned out to be a flexible and powerful modeling tool that requires few parameters and is easy to simulate. The second section of the article is devoted to some basics. The Marshall-Olkin and Lévy-frailty Marshall-Olkin distributions are defined and a result on marginal distribution of the order statistics of LFMO distribution is shown. The main result of the paper which refers to the asymptotic behavior of the upper order statistics of the LFMO distribution together with generalizations to other multivariate models and results on convergence intervals and convergence rates are presented in the third section of the paper. Some numerical results via Monte Carlo simulations are shown in the fourth section. The proof of the main result and additional computations are contained in the last section of the article as well as in the Appendix.