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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

Abstract

Let X 1, X 2,… 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 {X 1, X 2,…, XN ) and max{X 1, X 2,…, XN }.

Type
Research Article
Copyright
Copyright © Applied Probability Trust 1997 

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Footnotes

Supported by NSF Grant DMS 9303891.

References

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