Stochastic Comparisons of Extremes from Dependent and Heterogeneous Observations with a Generalization of Weibull Distribution

In this paper, we investigate stochastic comparisons of extreme order statistics from dependent and heterogeneous observations from a generalization of Weibull distribution, which is called exponentiated additive Weibull distribution (EADDWD). The usual stochastic order is developed for the minimum and maximum of dependent observations coupled by Archimedean copulas. We establish some results when some parameters vary and the other ones are kept fixed, with the help of vector majorization. Finally, some of theoretical findings are illustrated by numerical examples. Also, we try to provide a brief review on the existing articles have been studied the stochastic comparisons of order statistics from dependent observation.