Article ID Journal Published Year Pages File Type
1152356 Statistics & Probability Letters 2012 8 Pages PDF
Abstract

Let X1,X2X1,X2, and X3X3 be independent random variables with absolutely continuous distributions having the common support [0,∞)[0,∞). We show that if X1≤hr[mrl,lr]X3 and X2≤hr[mrl,lr]X3, then max{X1,X2}≤hr[mrl,lr]max{X1,X3}. We also show that if X2≤rh[lr]X1 and X2≤rh[lr]X3, then min{X1,X2}≤rh[lr]min{X1,X3}. These results generalize and extend some of the results given in Shaked and Shanthikumar (2007, Example 1.C.36, p. 56), Joo and Mi (2010), and Da et al. (2010).

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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