f-Majorization with Applications to Stochastic Comparison of Extreme Order Statistics

DOI

10.2991/jsta.2018.17.3.8How to use a DOI?

Keywords

Stochastic order; Exponentiated scale model; Frèchet distribution; Majorization; f-majorization order; Archimedean copula

Abstract

In this paper, we use a new partial order, called f-majorization order. The new order includes as special cases the majorization, the reciprocal majorization and the p-larger orders. We provide a comprehensive account of the mathematical properties of the f-majorization order and give applications of this order in the context of stochastic comparison for extreme order statistics of independent samples following the Frèchet distribution and scale model. We discuss stochastic comparisons of series systems with independent heterogeneous exponentiated scale components in terms of the usual stochastic order and the hazard rate order. We also derive new result on the usual stochastic order for the largest order statistics of samples having exponentiated scale marginals and Archimedean copula structure.

Copyright

© 2018, the Authors. Published by Atlantis Press.

Open Access

This is an open access article under the CC BY-NC license (http://creativecommons.org/licences/by-nc/4.0/).

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TY  - JOUR
AU  - Esmaeil Bashkar
AU  - Hamzeh Torabi
AU  - Ali Dolati
AU  - Félix Belzunce
PY  - 2018
DA  - 2018/09/30
TI  - f-Majorization with Applications to Stochastic Comparison of Extreme Order Statistics
JO  - Journal of Statistical Theory and Applications
SP  - 520
EP  - 536
VL  - 17
IS  - 3
SN  - 2214-1766
UR  - https://doi.org/10.2991/jsta.2018.17.3.8
DO  - 10.2991/jsta.2018.17.3.8
ID  - Bashkar2018
ER  -