Ordering extremes of exponentiated location-scale models with dependent and heterogeneous random samples (Q2202038)

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Ordering extremes of exponentiated location-scale models with dependent and heterogeneous random samples
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    Ordering extremes of exponentiated location-scale models with dependent and heterogeneous random samples (English)
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    17 September 2020
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    In this paper, the authors established some stochastic comparison results for the largest and the smallest order statistics arising from dependent heterogeneous exponentiated location-scale random observations. The sets of observations are sharing a common or different Archimedean copula(s). Sufficient conditions for which the usual stochastic order and the reversed hazard rate order between the extreme order statistics hold are given. Some applications of the comparison results in engineering reliability and auction theory are presented.
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    Archimedean copula
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    order statistics
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    majorization
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    stochastic orders
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