On Stochastic Comparison of Random Vectors.

Abstract

This document provides sufficient conditions under which two random vectors could be stochastically compared using the standard construction. These conditions are weaker than those discussed by Arjas and Lehtonen and Veinott. Using these conditions the authors present extensions of a result of Block, Bueno, Savits and Shaked concerning the stochastic monotonicity of independent and identically distributed random variables conditioned on their partial order statistics, and a theorem of Efron regarding an increasing property of Polya frequency functions. Applications of these extensions are also pointed out. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1985
Accession Number
ADA168527

Entities

People

  • J. G. Shanthikumar

Organizations

  • University of Arizona

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Communities of Interest

  • Materials and Manufacturing Processes

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  • Air Force
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Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Statistical inference.