Abstract
Suppose the random variables follow normal distributions , , and their dependence is modelled by Archimedean copula with generator ϕ. Then, the following results are established for the largest order statistics: (1) Suppose and are increasing in t>0, then, if and for we have ; (2) Suppose is decreasing and is increasing in t>0, then, if and for we have ; (3) Suppose and are increasing in t>0, then, if and for we have ; (4) Suppose is decreasing and is increasing in t>0, then, if and for we have . Analogous results are then established for smallest order statistics as well. In addition, we present some numerical examples to illustrate all the results established here. Finally, some concluding remarks are made.
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