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FGM Copula下相依异质样本二阶顺序统计量的随机比较
Stochastic Comparison of Second-Order Statistics from Dependent and Heterogeneous Samples under FGM Copula

DOI: 10.12677/pm.2025.151028, PP. 259-266

Keywords: 二阶顺序统计量,FGM Copula,随机序
Second-Order Statistics
, FGM Copula, Stochastic Orders

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Abstract:

本文主要研究了FGM Copula相依下随机变量二阶顺序统计量的随机比较,给出了二阶顺序统计量之间普通随机序、增凸序与增凹序关系成立的充分条件,并通过数值例子说明了主要结论。
This paper investigates the stochastic comparison of second-order statistics from dependent random samples with FGM Copula. Sufficient conditions are established on the usual stochastic order, the increasing convex order and the increasing concave order for the second-order statistic. And some numerical examples are provided to illustrate the theoretical results.

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