On joint weak reversed hazard rate order under symmetric copulas


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Abstract

In this paper, a weak version of the joint reversed hazard rate order, useful for stochastic comparison of non-independent random variables, has been defined and discussed. In particular, some relationships between the joint weak reversed hazard rate order and the usual reversed hazard rate order are established when the underlying copulas are symmetric.

About the authors

N. Balakrishnan

Dept.Math. and Statist.

Author for correspondence.
Email: bala@mcmaster.ca
Canada, Hamilton

G. Barmalzan

Dept. Statist.

Email: bala@mcmaster.ca
Iran, Islamic Republic of, Sistan and Baluchestan

S. Kosari

Dept. Statist.

Email: bala@mcmaster.ca
Iran, Islamic Republic of, Sistan and Baluchestan

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