Author:
Cohen Arthur,Sackrowitz Harold B.
Abstract
Conditions that have been widely used to establish stochastic ordering of random vectors include those given by Kamae et al. (1977), Barlow and Proschan (1975) and Langberg (1988). In this note we offer conditions that are weaker than those above, thus providing potential application to a wider class of problems.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
1 articles.
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1. Size-Biased Risk Measures of Compound Sums;North American Actuarial Journal;2020-01-23