Stochastic comparisons of random minima and maxima

1997/06/01 by Moshe Shaked, Tityik Wong · 46 citations
Decision Sciences · Mathematics · #Combinatorics #Convergence of random variables #Discrete mathematics #Fuzzy Systems and Optimization #Integer (computer science) #Mathematical analysis #Mathematics #Maxima #Maxima and minima #Probability and Risk Models #Random variable #Risk and Portfolio Optimization #Sequence (biology) #Statistics

paper · doi:10.2307/3215381

published in Journal of Applied Probability 34(2), 420-425 (Cambridge University Press)

openalex publication_date 1997/06/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/23

Abstract

Let X 1 , X 2 ,… be a sequence of independent random variables and let N be a positive integer-valued random variable which is independent of the X i . In this paper we obtain some stochastic comparison results involving min X 1 , X 2 , …, X N ) and max X 1 , X 2 ,…, X N .

Cited by

• Ordering results for random maxima and minima from two dependent Kumaraswamy generalized distributed samples
• Some Results on Comparisons of Random Extremes having Identical and Non-Identical Components
• Ordering results for extreme claim amounts based on random number of claims

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