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
May 2014
DOI
10.1016/j.jmva.2014.02.008
ISSN
0047-259X