Stochastic comparisons of order statistics and their concomitants Article

Bairamov, I, Khaledi, BE, Shaked, M. (2014). Stochastic comparisons of order statistics and their concomitants . JOURNAL OF MULTIVARIATE ANALYSIS, 124 105-115. 10.1016/j.jmva.2013.10.013

cited authors

  • Bairamov, I; Khaledi, BE; Shaked, M

authors

abstract

  • Let X1 :n ≤ X2 :n ⋯ ≤ X n :n be the order statistics from some sample, and let Y [1 :n] , Y [2 :n] , Y [n :n] be the corresponding concomitants. One purpose of this paper is to obtain results that stochastically compare, in various senses, the random vector (X r :n, Y [r :n] ) to the random vector (X r +1 :n, Y [r +1 :n] ), r = 1, 2, n - 1. Such comparisons are called one-sample comparisons. Next, let S1 :n ≤ S2 :n ⋯ ≤ S n :n be the order statistics constructed from another sample, and let T [1 :n] , T [2 :n] , T [n :n] be the corresponding concomitants. Another purpose of this paper is to obtain results that stochastically compare, in various senses, the random vector (X r :n, Y [r :n] ) with the random vector (S r :n, T [r :n] ), r = 1, 2, n. Such comparisons are called two-sample comparisons. It is shown that some of the results in this paper strengthen previous results in the literature. Some applications in reliability theory are described. © 2013 Elsevier Inc.

publication date

  • February 1, 2014

published in

Digital Object Identifier (DOI)

start page

  • 105

end page

  • 115

volume

  • 124