On orderings of vectors of order statistics and sample ranges from heterogeneous bivariate Pareto variables
In this paper, we study ordering properties of vectors of order statistics and sample ranges arising from bivariate Pareto random variables. Assume that $(X_1,X_2)\sim\mathcal{BP}(\alpha,\lambda_1,\lambda_2)$ and $(Y_1,Y_2)\sim\mathcal{BP}(\alpha,\mu_1,\mu_2).$ We then show that $(\lambda_1,\lambda_2)\stackrel{m}{\succ}(\mu_1,\mu_2)$ implies $(X_{1:2},X_{2:2})\ge_{st}(Y_{1:2},Y_{2:2}).$ Under bivariate Pareto distributions, we prove that the reciprocal majorization order between the two vectors of parameters is equivalent to the hazard rate and usual stochastic orders between sample ranges. We also show that the weak majorization order between two vectors of parameters is equivalent to the likelihood ratio and reversed hazard rate orders between sample ranges.
Authors
- N. Balakrishnan (ORCID: https://orcid.org/0000-0001-5842-8892)
- Mostafa Sattari
Institutions
- Zabol University (IR)
- McMaster University (CA)
Publication Details
- Journal
- Probability in the Engineering and Informational Sciences
- Published
- 2025-09-09
- DOI
- https://doi.org/10.1017/s0269964825100119
- Primary Topic
- Statistical Distribution Estimation and Applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00