This analysis reveals relationships between sample ranges and majorization order in bivariate Pareto variables.
In this paper, we study ordering properties of vectors of order statistics and sample ranges arising from bivariate Pareto random variables. Assume that (X₁,X₂)(α,λ₁,λ₂) and (Y₁,Y₂)(α,μ₁,μ₂). We then show that (λ₁,λ₂)m(μ₁,μ₂) implies (X1:2,X2:2)≥ₛₜ(Y1:2,Y2:2). Under bivariate Pareto distributions, we prove that the reciprocal majorization order between the two vectors of parameters is equivalent to the hazard rate and usual stochastic orders between sample ranges. We also show that the weak majorization order between two vectors of parameters is equivalent to the likelihood ratio and reversed hazard rate orders between sample ranges.
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Sattari et al. (2025) studied this question.
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