Some Properties of Order Statistics When the Sample Size Is Random

DOI10.1080/STA-200066382MaRDI QIDQ5704559zbMATH OpenFDO

Authors Asok K. Nanda, Neeraj Misra, Prasanta Paul, Harshinder Singh

Publication date 15 November 2005

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/STA-200066382

zbMATH Keywords

\(k\)-out-of-\(n\) systemlikelihood ratio orderorder statisticsstochastic order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Queueing theory (aspects of probability theory) (60K25) Order statistics; empirical distribution functions (62G30)

Review text

Let \(N_1\) and \(N_2\) be two integer-valued random variables that are greater than or equal to \(k\) with probability one, where \(k\) is some positive integer. Let \(X_1,X_2,\dots\) and \(Y_1,Y_2,\dots\) be two sequences of independent and identically distributed nonnegative random variables. For \(1\leq r\leq k\), let \(X_{r:N_1}\) be the \(r\)\,th order statistic among \(X_1,X_2,\dots,X_{N_1}\). Similarly define \(Y_{r:N_2}\). The authors show that if \(X_1\) and \(Y_1\) are ordered with respect to some stochastic order, and \(N_1\) and \(N_2\) are also ordered with respect to some stochastic order, then so are \(X_{r:N_1}\) and \(Y_{r:N_2}\). Similar comparisons for \(X_{N_1-r:N_1}\) and \(Y_{N_2-r:N_2}\) are also obtained. Some interesting special cases are highlighted.

Recommendations

• scientific article; zbMATH DE number 1194766
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Cites work

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• ON THE DISTRIBUTIONS OF ORDER STATISTICS FOR A RANDOM SAMPLE SIZE
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• Stochastic comparisons of random minima and maxima from life distributions
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• The Reversed Hazard Rate Function

Cited in

(10)

• Monotonicity properties of the ordered ranks in the two-sample problem
• Stochastic comparisons of order statisctics from two samples
• Exact distribution of random order statistics and applications in risk management
• A discrete distribution including the Poisson
• Partial Ordering and Aging Properties of Order Statistics When the Sample Size is Random: A Brief Review
• An inequality for the variance of the first order statistic
• Stochastic comparisons of random minima and maxima
• On relative reversed hazard rate order
• A new stochastic order based on discrete Laplace transform and some ordering results of the order statistics
• Conditional ordering of order statistics

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