More on stochastic comparisons and dependence among concomitants of order statistics

Abstract

For a sample of iid observations {(Xi, Yi)} from an absolutely continuous distribution, the multivariate dependence of concomitants Y[]=(Y[1],Y[2],...,Y[n]) and the stochastic order of subsets of Y[] are studied. If (X,Y) is totally positive dependent of order 2, Y[] is multivariate totally positive dependent of order 2. If the conditional hazard rate function of Y given X, hY X(y x), is decreasing in x for every y, Y[] is multivariate right corner set increasing. And if Y is stochastically increasing in X, the concomitants are increasing in multivariate stochastic order. © 2002 Elsevier Science (USA).