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On usual multivariate stochastic ordering of order...
Journal article

On usual multivariate stochastic ordering of order statistics from heterogeneous beta variables

Abstract

Let Xi∼beta(αi,1) and Yi∼beta(γi,1), i=1,2, be all independent. We show that (α1,α2)⪰m(γ1,γ2) implies (Y1:2,Y2:2)≥st(X1:2,X2:2). We then extend this result to the general case of the proportional reversed hazard rates (PRHR) model.

Authors

Balakrishnan N; Barmalzan G; Haidari A

Journal

Journal of Multivariate Analysis, Vol. 127, , pp. 147–150

Publisher

Elsevier

Publication Date

January 1, 2014

DOI

10.1016/j.jmva.2014.02.008

ISSN

0047-259X

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