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Sequential order statistics from dependent random variables

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  • Mohammad Baratnia
  • Mahdi Doostparast

Abstract

This paper provides an extension for “sequential order statistics” (SOS) introduced by Kamps. It is called “developed sequential order statistics” (DSOS) and is useful for describing lifetimes of engineering systems when component lifetimes are dependent. Explicit expressions for the joint density function, the marginal distributions and the means of DSOS are derived. Under the well known “conditional proportional hazard rate” (CPHR) model and the Gumbel families of copulas for dependency among component lifetimes, some findings are reported. For example, it is proved that the joint density functions of DSOS and SOS have the same structure. Various illustrative examples are also given.

Suggested Citation

  • Mohammad Baratnia & Mahdi Doostparast, 2019. "Sequential order statistics from dependent random variables," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(18), pages 4569-4580, September.
    • Handle: RePEc:taf:lstaxx:v:48:y:2019:i:18:p:4569-4580
    DOI: 10.1080/03610926.2018.1496257
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