Orthant orderings of discrete random vectors

被引：10

作者：

Dyckerhoff, R ^{[1
]}

Mosler, K ^{[1
]}

机构：

[1] UNIV COLOGNE,LEHRSTUHL STAT & OKONOMETRIE,D-50923 COLOGNE,GERMANY

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 1997年 / 62卷 / 02期

关键词：

multivariate stochastic orders; dependence ordering; decision under risk; bivariate risk aversion; comparison of empirical distribution functions;

D O I：

10.1016/S0378-3758(96)00184-X

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：

We investigate four orthant stochastic orderings between random vectors X and Y that have finitely discrete probability distributions in R-k. They have applications to multiattribute decision under risk, dependency of random vectors, and the statistical comparison of two k-variate samples. For each of the orderings we present conditions that are necessary and sufficient for dominance of Y over X. Given their distributions numerically, these conditions can be checked in an efficient way. (C) 1997 Elsevier Science B.V.

引用

页码：193 / 205

页数：13

共 20 条

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