Multidimensional Stochastic Ordering and Associated Random Variables
نویسندگان
چکیده
منابع مشابه
Dispersive 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 کاملOn the choice of the stochastic comparison method for multidimensional Markov chains analysis
The ≼Φ stochastic comparison (≼Φ∈ {≼st, ≼wk, ≼wk∗}) of multidimensional Continuous Time Markov Chains (CTMC)s is an efficient but a complex method for the performability evaluation of computer systems. Different techniques can be applied for the stochastic comparison of Markov chains. The coupling is an intuitive method, and may be applied by comparing the evolution of sample paths due to event...
متن کاملProgressive Type II Censored Order Statistics and their Concomitants: Some Stochastic Comparisons Results
In this paper we prove some stochastic comparisons results for progressive type II censored order statistics. The problem of stochastically comparing concomitants of the two progressive type II censored order statistics with possibly different schemes, under different kinds of dependence between X and Y is considered and it is proved that if Y is stochastically increasing (decreasing) in X, ...
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...
متن کاملOrdering of Order Statistics Using Variance Majorization
In this paper, we study stochastic comparisons of order statistics of independent random variables with proportional hazard rates, using the notion of variance majorization.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Operations Research
دوره 37 شماره
صفحات -
تاریخ انتشار 1989