On the dependence between the extreme order statistics in the proportional hazards model
- Dolati, Ali
- Genest, Christian
- Kochar, Subhash C.
DOIAbstract
AbstractLet X1,…,Xn be a random sample from an absolutely continuous distribution with non-negative support, and let Y1,…,Yn be mutually independent lifetimes with proportional hazard rates. Let also X(1)<⋯<X(n) and Y(1)<⋯<Y(n) be their associated order statistics. It is shown that the pair (X(1),X(n)) is then more dependent than the pair (Y(1),Y(n)), in the sense of the right-tail increasing ordering of Avérous and Dortet-Bernadet [LTD and RTI dependence orderings, Canad. J. Statist. 28 (2000) 151–157]. Elementary consequences of this fact are highlighted
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