On joint weak reversed hazard rate order under symmetric copulas
- Authors: Balakrishnan N.1, Barmalzan G.2, Kosari S.2
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Affiliations:
- Dept.Math. and Statist.
- Dept. Statist.
- Issue: Vol 26, No 4 (2017)
- Pages: 311-318
- Section: Article
- URL: https://journal-vniispk.ru/1066-5307/article/view/225809
- DOI: https://doi.org/10.3103/S1066530717040056
- ID: 225809
Cite item
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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