Baire category results for stochastic orders

Author:

Durante FabrizioORCID,Fernández-Sánchez Juan,Ignazzi Claudio

Abstract

AbstractIn the sense of Baire categories, we prove that the elements of a typical pair of univariate distribution functions (defined on a bounded subset of$${\mathbb {R}}$$R) cannot be compared in the sense of the usual stochastic order, the increasing convex order and the mean residual lifetime order. A similar result is also proved in the class of copulas, i.e. multivariate distribution functions with standard uniform marginals, equipped with the orthant order.

Funder

Ministero dell’Istruzione, dell’Università e della Ricerca

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Geometry and Topology,Algebra and Number Theory,Analysis

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