Stochastic comparisons of random minima and maxima

1997/06/01 by Moshe Shaked, Tityik Wong · 2 citations
Decision Sciences · Mathematics · #Probability and Risk Models #Fuzzy Systems and Optimization #Risk and Portfolio Optimization

paper · doi:10.2307/3215381

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

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