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On joint weak reversed hazard rate order under symmetric copulas.

Authors :
Balakrishnan, N.
Barmalzan, G.
Kosari, S.
Source :
Mathematical Methods of Statistics; Oct2017, Vol. 26 Issue 4, p311-318, 8p
Publication Year :
2017

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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
10665307
Volume :
26
Issue :
4
Database :
Complementary Index
Journal :
Mathematical Methods of Statistics
Publication Type :
Academic Journal
Accession number :
126971140
Full Text :
https://doi.org/10.3103/S1066530717040056