A stochastic ordering for random variables with applications

DOI10.1111/J.1467-842X.2009.00561.XMaRDI QIDQ2810407zbMATH OpenOpenAlexFDO

Authors Miguel López-Díaz

Publication date 1 June 2016

Published in Australian \& New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-842x.2009.00561.x

zbMATH Keywords

integral stochastic orderingmaximal generatortheophylline bioavailabilityunivariate stochastic order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• A stochastic order for random vectors and random sets based on the Aumann expectation.
• Comparison methods for stochastic models and risks
• Descriptive statistics for non-parametric models. III: Dispersion
• Generalized convex inequalities
• Inequalities for expected extreme order statistics
• Lift zonoids, random convex hulls and the variability of random vectors
• Multivariate Convex Orderings, Dependence, and Stochastic Equality
• Multivariate dispersion orderings
• On Random Variables with Comparable Peakedness
• Stochastic Orders Generated by Integrals: a Unified Study

Cited in

(24)

• Stochastic orderings induced by star-shaped functions
• A class of bivariate stochastic orderings, with applications in actuarial sciences
• Stochastic orders to approach investments in condor financial derivatives
• Some fuzzy stochastic orderings for fuzzy random variables
• On a stochastic order induced by an extension of Panjer's family of discrete distributions
• A stochastic order for interval valued random mappings and applications
• A general family of univariate stochastic orders
• A new variability order based on tail-heaviness
• scientific article; zbMATH DE number 5778838 (Why is no real title available?)
• scientific article; zbMATH DE number 3942146 (Why is no real title available?)
• Characterisation of a multivariate stochastic ordering
• Monte Carlo, Control Variates, and Stochastic Ordering
• When is an integral stochastic order generated by a poset?
• A new ordering for stochastic majorization: theory and applications
• scientific article; zbMATH DE number 1531975 (Why is no real title available?)
• scientific article; zbMATH DE number 205821 (Why is no real title available?)
• Uniform stochastic orderings and total positivity
• Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications
• Generalization of the pairwise stochastic precedence order to the sequence of random variables
• Ordered random variables: theory and applications
• A test for the bidirectional stochastic order with an application to quality control theory
• Representing subjective orderings of random variables: An extension
• Characterizations of stochastic ordering for non-negative random variables
• Stochastic orderings for discrete random variables

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