STOCHASTIC ORDERING FOR PERMUTATION SYMMETRIC DISTRIBUTIONS

被引：5

作者：

SCARSINI, M ^{[1
]}

SHAKED, M ^{[1
]}

机构：

[1] UNIV ARIZONA,DEPT MATH,TUCSON,AZ 85721

来源：

STATISTICS & PROBABILITY LETTERS | 1990年 / 9卷 / 03期

关键词：

permutation symmetry; Stochastic ordering; upper symmetric sets;

D O I：

10.1016/0167-7152(90)90059-G

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper the meaning of the stochastic ordering relation is studied when the random vectors which are compared are assumed to be permutation symmetric. It is shown that in order to establish the stochastic ordering relation between two such random vectors it is enough to consider only upper sets which are symmetric, rather than all upper sets. Further results for such bivariate random vectors are also given. Some comments regarding stochastic ordering of general random vectors and of vectors of order statistics are also included. Some applications are described. © 1990.

引用

页码：217 / 222

页数：6