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arXiv · 2006.04454

Dispersive and star ordering of sample extremes from dependent random variables following the proportional odds model

Arindam Panja·Pradip Kundu·Biswabrata Pradhan
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Abstract

Dispersive order is a type of variability order for comparing the variability in probability distributions. Star order compares the skewness of probability distributions. This work considers dispersive and star orders of extreme order statistics from dependent random variables following the proportional odds (PO) model. The joint distribution of the random variables is modeled with Archimedean copula. Numerical examples are provided to illustrate the findings.

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Arindam Panja, Pradip Kundu, Biswabrata Pradhan. 2020-06-08. Dispersive and star ordering of sample extremes from dependent random variables following the proportional odds model. https://doi.org/10.1080/03610926.2022.2037643

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