Orderings of extremes among dependent extended Weibull random variables

Article Type

Research Article

Publication Title

Probability in the Engineering and Informational Sciences

Abstract

In this work, we consider two sets of dependent variables {X1, ..., Xn} and {Y1, ..., Yn}, where Xi ∼ EW(αi, λi, ki) and Yi ∼ EW(βi, μi, li), for i = 1, ..., n, which are coupled by Archimedean copulas having different generators. We then establish different inequalities between two extremes, namely, X1:n and Y1:n and Xn:n and Yn:n, in terms of the usual stochastic, star, Lorenz, hazard rate, reversed hazard rate and dispersive orders. Several examples and counterexamples are presented for illustrating all the results established here. Some of the results here extend the existing results of [5] (Barmalzan, G., Ayat, S.M., Balakrishnan, N., & Roozegar, R. (2020). Stochastic comparisons of series and parallel systems with dependent heterogeneous extended exponential components under Archimedean copula. Journal of Computational and Applied Mathematics 380: Article No. 112965).

DOI

10.1017/S026996482400007X

Publication Date

1-1-2024

Comments

Open Access; Green Open Access; Hybrid Gold Open Access

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