论文标题
按照比例赔率模型,来自因随机变量的极端样品的分散和星序
Dispersive and star ordering of sample extremes from dependent random variables following the proportional odds model
论文作者
论文摘要
分散顺序是一种可变性顺序,用于比较概率分布的可变性。星订单比较了概率分布的偏度。这项工作考虑了遵循比例赔率(PO)模型的相关随机变量的分散量和极端顺序统计的分散顺序。随机变量的关节分布是用阿基米德副群建模的。提供了数值示例来说明这些发现。
Dispersive order is a type of variability order for comparing the variability in probability distributions. Star order compares the skewness of probability distributions. This work considers dispersive and star orders of extreme order statistics from dependent random variables following the proportional odds (PO) model. The joint distribution of the random variables is modeled with Archimedean copula. Numerical examples are provided to illustrate the findings.