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Orderings of extremes among dependent extended...
Journal article

Orderings of extremes among dependent extended Weibull random variables

Abstract

Abstract In this work, we consider two sets of dependent variables $\{X_{1},\ldots,X_{n}\}$ and $\{Y_{1},\ldots,Y_{n}\}$ , where $X_{i}\sim EW(\alpha_{i},\lambda_{i},k_{i})$ and $Y_{i}\sim EW(\beta_{i},\mu_{i},l_{i})$ , for $i=1,\ldots, n$ , which are coupled by Archimedean copulas having different generators. We then establish different inequalities between two extremes, namely, $X_{1:n}$ and $Y_{1:n}$ and $X_{n:n}$ and $Y_{n:n}$ , in terms of the usual stochastic, star, Lorenz, hazard rate, reversed hazard rate and dispersive orders. Several examples and counterexamples are presented for illustrating all the results established here. Some of the results here extend the existing results of [5] (Barmalzan, G., Ayat, S.M., Balakrishnan, N., & Roozegar, R. (2020). Stochastic comparisons of series and parallel systems with dependent heterogeneous extended exponential components under Archimedean copula. Journal of Computational and Applied Mathematics 380 : Article No. 112965).

Authors

Samanta RJ; Das S; Balakrishnan N

Journal

Probability in the Engineering and Informational Sciences, Vol. 38, No. 4, pp. 705–732

Publisher

Cambridge University Press (CUP)

Publication Date

January 1, 2024

DOI

10.1017/s026996482400007x

ISSN

0269-9648

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