May 19, 2024
Ghobad Saadatkia

Ghobad Saadatkia

Academic rank: Associate professor
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Education: Ph.D in statistics
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Research

Title
Characterization Ordering Results for Sample Ranges from Bivariate Pareto Variables
Type Presentation
Keywords
Stochastic Orders; Bivariate Pareto Distribution; Sample Ranges; Majorization Orders.
Researchers Abedin Haidari، Mohammad Mehrpooya، Ghobad Saadatkia

Abstract

In this paper, we investigate the ordering properties of sample ranges arising from bivariate Pareto random variables. Under the setup of bivariate Pareto distributions, it is shown 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.