Ordering of extreme order statistics among q -Weibull random variables
Abstract
Abstract The q $q$ q -Weibull distribution, as a generalization of the Weibull distribution, plays an important role in the field of reliability theory, survival analysis, finance, engineering, medical science, etc. In contrast to the Weibull distribution, which is limited to describing monotonic hazard rate functions, the q $q$ q -Weibull distribution offers the flexibility to model various behaviors of the hazard rate function, including unimodal, bathtub-shaped, monotonic (both increasing and decreasing), and constant. In this article, we investigated the stochastic comparison of extreme order statistics derived from independent, heterogeneous q $q$ q -Weibull random variables using various stochastic orderings, including the usual stochastic order, hazard rate order, reversed hazard rate order, and likelihood ratio order. Some of these results are further extended to dependent setups by incorporating Archimedean copulas to model the dependence structure. Finally, we explored the behavior of extreme order statistics when the random variables are subjected to random shocks.
Fields of Study & Subjects
Statistical Distribution Estimation and Applications
Financial Risk and Volatility Modeling
Hydrology and Drought Analysis
Publication details
- Journal / source
- Probability in the Engineering and Informational Sciences
- Publisher
- Cambridge University Press (CUP)
- Volume
- 40
- Issue
- 3
- Pages
- 416–439
- Publication date
- 23 February 2026
- Language
- EN