从非相关分布随机变量得到的样本最大值的通常随机排序

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2022-07-21 DOI:10.1111/stan.12275

Longxiang Fang, N. Balakrishnan, Wenyu Huang, Shuai Zhang

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引用次数: 0

摘要

本文讨论了由两组无相关分布的随机变量引起的最大阶统计量的随机比较，其中相关结构可由阿基米德copuls定义。当一个可能有两个参数向量的无分布模型的参数矩阵在一定的数学意义上改变为另一个参数矩阵时，我们得到了基于通常随机顺序的第一个样本最大值大于第二个样本最大值，基于某些条件。我们的结果在比例逆向灾害模型、指数伽马分布、Gompertz-Makeham分布和位置尺度模型中的应用也被给出。同时，给出了两个数值算例来说明本文的结论。

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Usual stochastic ordering of the sample maxima from dependent distribution‐free random variables

In this paper, we discuss stochastic comparison of the largest order statistics arising from two sets of dependent distribution‐free random variables with respect to multivariate chain majorization, where the dependency structure can be defined by Archimedean copulas. When a distribution‐free model with possibly two parameter vectors has its matrix of parameters changing to another matrix of parameters in a certain mathematical sense, we obtain the first sample maxima is larger than the second sample maxima with respect to the usual stochastic order, based on certain conditions. Applications of our results for scale proportional reverse hazards model, exponentiated gamma distribution, Gompertz–Makeham distribution, and location‐scale model, are also given. Meanwhile, we provide two numerical examples to illustrate the results established here.

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.