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On stochastic properties between some ordered random variables

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  • Nuria Torrado

    ()

  • Rosa E. Lillo

    ()

  • Michael P. Wiper

    ()

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    Abstract

    A great number of articles have dealt with stochastic comparisons of ordered random variables in the last decades. In particular, distributional and stochastic properties of ordinary order statistics have been studied extensively in the literature. Sequential order statistics are proposed as an extension of ordinary order statistics. Since sequential order statistics models unify various models of ordered random variables, it is interesting to study their distributional and stochastic properties. In this work, we consider the problem of comparing sequential order statistics according to magnitude and location orders.

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    Bibliographic Info

    Paper provided by Universidad Carlos III, Departamento de Estadística y Econometría in its series Statistics and Econometrics Working Papers with number ws110603.

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    Date of creation: Apr 2011
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    Handle: RePEc:cte:wsrepe:ws110603

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    Keywords: Stochastic orderings; Reliability; Order statistics;

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