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On stochastic properties between some ordered random variables

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  • Torrado Robles, Nuria
Abstract
A great number of articles have dealt with stochastic comparisons of ordered random variables in the last decades. In particular, distributional and stochastic properties of ordinary order statistics have been studied extensively in the literature. Sequential order statistics are proposed as an extension of ordinary order statistics. Since sequential order statistics models unify various models of ordered random variables, it is interesting to study their distributional and stochastic properties. In this work, we consider the problem of comparing sequential order statistics according to magnitude and location orders.

Suggested Citation

  • Torrado Robles, Nuria, 2011. "On stochastic properties between some ordered random variables," DES - Working Papers. Statistics and Econometrics. WS ws110603, Universidad Carlos III de Madrid. Departamento de Estadística.
    • Handle: RePEc:cte:wsrepe:ws110603
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    References listed on IDEAS

    as
    1. Erhard Cramer & Udo Kamps, 2003. "Marginal distributions of sequential and generalized order statistics," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 58(3), pages 293-310, December.
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    Keywords

    Stochastic orderings;

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