Stochastic monotonicity and realizable monotonicity (Q1872211)
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English | Stochastic monotonicity and realizable monotonicity |
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Stochastic monotonicity and realizable monotonicity (English)
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6 May 2003
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The authors explore and relate the notions of stochastic monotonicity and realizable monotonicity, for a system of probability measures on a common finite partially ordered set (poset) \(\mathcal{S}\) when the measures are indexed by another poset \(\mathcal{A}\). They give counterexamples to show that the two notions are not always equivalent. But for various large classes of \(\mathcal{S}\) they present conditions on the poset \(\mathcal{A}\) that are necessary and sufficient for equivalence.
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stochastic monotonicity
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realizable monotonicity
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probability measures on a common finite partially ordered set
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counterexamples
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