As a motivating problem, we aim to study some special aspects of the marginal distributions of the order statistics for exchangeable and (more generally) for minimally stable non-negative random variables $T_{1},...,T_{r}$. In any case, we assume that $T_{1},...,T_{r}$ are identically distributed, with a common survival function $\overline{G}$ and their survival copula is denoted by $K$. The diagonal's and subdiagonals' sections of $K$, along with $\overline{G}$, are possible tools to describe the information needed to recover the laws of order statistics. When attention is restricted to the absolutely continuous case, such a joint distribution can be described in terms of the associated multivariate conditional hazard rate (m.c.h.r.) functions. We then study the distributions of the order statistics of $T_{1},...,T_{r}$ also in terms of the system of the m.c.h.r. functions. We compare and, in a sense, we combine the two different approaches in order to obtain different detailed formulas and to analyze some probabilistic aspects for the distributions of interest. This study also leads us to compare the two cases of exchangeable and minimally stable variables both in terms of copulas and of m.c.h.r. functions. The paper concludes with the analysis of two remarkable special cases of stochastic dependence, namely Archimedean copulas and load sharing models. This analysis will allow us to provide some illustrative examples, and some discussion about peculiar aspects of our results.
翻译:作为激励问题,我们的目标是研究可交换和(更一般地)最低稳定的非负随机变量 $T ⁇ 1},.,.,.,T ⁇ r}美元。无论如何,我们假设美元是相同的分配,其共同生存功能为$/overline{G}美元,其生存量为$/美元。对数和亚对数数值的单位为$K$,以及$/overline{G},是描述恢复秩序统计所需信息的可能工具。当注意力限于绝对持续的情况时,这种联合分配可以用相关的多变性有条件危害率(m.c.h.r.)函数来描述。然后我们研究命令统计数据的分布情况为$T ⁇ 1},...,...,...,.,T ⁇ r}的分布。 也从精确的系统(m.c.r.