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.

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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
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article

On orderings of vectors of order statistics and sample ranges from heterogeneous bivariate Pareto variables

N. Balakrishnan, Mostafa Sattari
1 links
Probability in the Engineering and Informational Sciences
Statistical Distribution Estimation and Applications
article

On orderings of vectors of order statistics and sample ranges from heterogeneous bivariate Pareto variables

N. Balakrishnan, Mostafa Sattari
article en

Abstract

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.

Probability in the Engineering and Informational Sciences
Zabol University (IR), McMaster University (CA)
Openalex Percentile: Top 77%
Statistical Distribution Estimation and Applications
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