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Ordered random variables

Author

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  • Saralees Nadarajah

    (University of Manchester)

  • Emmanuel Afuecheta

    (University of Manchester)

  • Stephen Chan

    (American University of Sharjah)

Abstract

Given two random variables, what effect does a linear ordering have? We answer this question for more than thirty commonly known families of distributions, including the arcsine, Cauchy, exponential, Fréchet, Gumbel, half normal, logistic, lognormal, Lomax, normal, Pareto, uniform and Weibull distributions. A real data application is given.

Suggested Citation

  • Saralees Nadarajah & Emmanuel Afuecheta & Stephen Chan, 2019. "Ordered random variables," OPSEARCH, Springer;Operational Research Society of India, vol. 56(1), pages 344-366, March.
    • Handle: RePEc:spr:opsear:v:56:y:2019:i:1:d:10.1007_s12597-019-00355-6
    DOI: 10.1007/s12597-019-00355-6
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    Cited by:

    1. M. A. El Sayed & Ibrahim A. Baky & Pitam Singh, 2020. "A modified TOPSIS approach for solving stochastic fuzzy multi-level multi-objective fractional decision making problem," OPSEARCH, Springer;Operational Research Society of India, vol. 57(4), pages 1374-1403, December.

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