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Stochastic comparisons of random minima and maxima

Published online by Cambridge University Press:  14 July 2016

Moshe Shaked*
Affiliation:
University of Arizona
Tityik Wong*
Affiliation:
Community College of Southern Nevada
*
Postal address: Department of Mathematics, Building #89, University of Arizona, Tucson, Arizona 85721, USA.
∗∗Postal address: Department of Mathematics, Community College of Southern Nevada, 3200 E. Cheyenne Ave-S1A, North Las Vegas, Nevada 89030, USA.

Abstract

Let X1, X2,… be a sequence of independent random variables and let N be a positive integer-valued random variable which is independent of the Xi. In this paper we obtain some stochastic comparison results involving min {X1, X2,…, XN) and max{X1, X2,…, XN}.

Type
Research Article
Copyright
Copyright © Applied Probability Trust 1997 

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Footnotes

Supported by NSF Grant DMS 9303891.

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