Dependence orderings for generalized order statistics Article

Khaledi, BE, Kochar, S. (2005). Dependence orderings for generalized order statistics . STATISTICS & PROBABILITY LETTERS, 73(4), 357-367. 10.1016/j.spl.2005.04.023

cited authors

  • Khaledi, BE; Kochar, S

authors

abstract

  • Generalized order statistics (gOSs) unify the study of order statistics, record values, k-records, Pfeifer's records and several other cases of ordered random variables. In this paper we consider the problem of comparing the degree of dependence between a pair of gOSs thus extending the recent work of Avérous et al. [2005. J. Multivariate Anal. 94, 159-171]. It is noticed that as in the case of ordinary order statistics, copula of gOSs is independent of the parent distribution. For this comparison we consider the notion of more regression dependence or more stochastic increasing. It follows that under some conditions, for i < j, the dependence of the jth generalized order statistic on the ith generalized order statistic decreases as i and j draw apart. We also obtain a closed-form expression for Kendall's coefficient of concordance between a pair of record values. © 2005 Elsevier B.V. All rights reserved.

publication date

  • July 15, 2005

published in

Digital Object Identifier (DOI)

start page

  • 357

end page

  • 367

volume

  • 73

issue

  • 4