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Ordering results of extreme order statistics from multiple-outlier scale models with dependence
Sangita Das, Suchandan Kayal · 2020-12-15 · via math.ST updates on arXiv.org

In this paper, we focus on stochastic comparisons of extreme order statistics stemming from multiple-outlier scale models with dependence. Archimedean copula is used to model dependence structure among nonnegative random variables. Sufficient conditions are obtained for comparison of the largest order statistics in the sense of the usual stochastic, reversed hazard rate, star and Lorenz orders. The smallest order statistics are also compared with respect to the usual stochastic, hazard rate, star and Lorenz orders. To illustrate the theoretical establishments, some examples are provided.

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