منابع مشابه
Multivariate Dispersive Ordering of Generalized Order Statistics
The concept of generalized order statistics (GOSs) was introduced as a unified approach to a variety of models of ordered random variables. The purpose of this paper is to investigate condi- tions on the underlying distribution functions and the parameters on which GOSs are based, to establish Shaked-Shanthikumar multivari- ate dispersive ordering of GOSs from one sample and Khaledi-Kochar mu...
متن کاملDispersive Ordering and k-out-of-n Systems
Extended Abstract. The simplest and the most common way of comparing two random variables is through their means and variances. It may happen that in some cases the median of X is larger than that of Y, while the mean of X is smaller than the mean of Y. However, this confusion will not arise if the random variables are stochastically ordered. Similarly, the same may happen if one would like to ...
متن کاملMultivariate Dispersive Ordering of Generalized Order Statistics
The concept of generalized order statistics (GOSs) was introduced as a unified approach to a variety of models of ordered random variables. The purpose of this paper is to investigate conditions on the underlying distribution functions and the parameters on which GOSs are based, to establish Shaked-Shanthikumar multivariate dispersive ordering of GOSs from one sample and Khaledi-Kochar multivar...
متن کاملOrdering information on distributions
This thesis details a class of partial orders on the space of probability distributions and the space of density operators which capture the idea of information content. Some links to domain theory and computational linguistics are also discussed. Chapter 1 details some useful theorems from order theory. In Chapter 2 we define a notion of an information ordering on the space of probability dist...
متن کاملHessian Stochastic Ordering in the Family of multivariate Generalized Hyperbolic Distributions and its Applications
In this paper, random vectors following the multivariate generalized hyperbolic (GH) distribution are compared using the hessian stochastic order. This family includes the classes of symmetric and asymmetric distributions by which different behaviors of kurtosis in skewed and heavy tail data can be captured. By considering some closed convex cones and their duals, we derive some necessary and s...
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ژورنال
عنوان ژورنال: Advances in Applied Probability
سال: 1984
ISSN: 0001-8678,1475-6064
DOI: 10.1017/s0001867800022825