Invariant directional orderings (Q1208663)

The concept of statistical order of distributions is widely used in different fields of probability theory and statistics. In reliability theory, the distributions are compared in terms of \(G^{-1} F\). This leads to the concept of increasing failure rate, increasing failure rate in average and new better than used. The ``stochastic larger'' relation is of importance in the theory of testing statistical hypotheses. The monotonicity of the power of monotone rank tests was earlier investigated by the first author [Testing statistical hypotheses. (1959; Zbl 0089.141)]. In the present paper preorderings and orderings are studied which are invariant under the group \(\psi\) of monotone transformations. The orderings of monotone likelihood ratio, hazard ordering and stochastic ordering are characterized in terms of the maximal invariant \(k(u)=GF^{-1}(u)\). Orderings in the set of orbits of the group \(\psi\) are used to generate concepts which allow to say when a r.v. \(Y_ 2\) is being further to the right of \(X_ 2\) than \(Y_ 1\) of \(X_ 1\).