Stochastic comparisons on extreme order statistics from observations associated by FGM copula. Issue 10 (19th May 2023)

• Record Type: Journal Article
• Authors: Wang, Boyang; Fang, Rui
• Is Part Of: Communications in statistics. Volume 52:Issue 10(2023)
• Page Start: 3492
• Page End: 3510
• Publication Date: 2023-05-19
• Subjects: FGM copula -- negative binomial distribution -- proportional hazard rate model -- proportional reversed hazard rate model -- stochastic order; Primary 60E15 -- Secondary 62G30; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2021.1974481
• Languages: English
• ISSNs: 0361-0926

Abstract

Abstract: This study deals with the stochastic comparison of extreme order statistics from random samples with FGM copula or FGM survival copula. For general marginal distributions, several sufficient conditions on the usual stochastic order, the reversed hazard rate order, the hazard rate order, the increasing convex order and the increasing concave order on sample maximums or minimums are derived. Then, we apply these conditions to samples following proportional hazard rate model, proportional reversed hazard rate model, Weibull distributions and negative binomial distributions, and generalize some ordering results about samples having independent observations to the case with FGM copula or FGM survival copula. Two comparing results on the second-order statistics from proportional hazard samples are presented. Some numerical examples are provided to illustrate the theoretical results as well.