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More on Stochastic Comparisons and Dependence among Concomitants of Order Statistics

โœ Scribed by Todd Blessinger

Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
127 KB
Volume
82
Category
Article
ISSN
0047-259X

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โœฆ Synopsis

For a sample of iid observations {(X i , Y i )} from an absolutely continuous distribution, the multivariate dependence of concomitants

and the stochastic order of subsets of Y [ ] are studied. If (X, Y) is totally positive dependent of order 2, Y [ ] is multivariate totally positive dependent of order 2. If the conditional hazard rate function of Y given X, h Y | X (y | x), is decreasing in x for every y, Y [ ] is multivariate right corner set increasing. And if Y is stochastically increasing in X, the concomitants are increasing in multivariate stochastic order.

๐Ÿ“œ SIMILAR VOLUMES

Stochastic Comparisons and Dependence am
Stochastic Comparisons and Dependence among Concomitants of Order Statistics
โœ Baha-Eldin Khaledi; Subhash Kochar ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 214 KB

Let (X i , Y i ) i=1, 2, ..., n be n independent and identically distributed random variables from some continuous bivariate distribution. If X (r) denotes the r th ordered X-variate then the Y-variate, Y [r] , paired with X (r) is called the concomitant of the r th order statistic. In this paper we