On the theory of high convexity stochastic orders (Q1976511)

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scientific article; zbMATH DE number 1445652
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    On the theory of high convexity stochastic orders
    scientific article; zbMATH DE number 1445652

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      On the theory of high convexity stochastic orders (English)
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      9 April 2001
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      The aim of this article is two-fold: (1) In Section 2 there is derived a simple but general condition under which two \(s\)-convex ordered random variables must be stochastically equal, and the usefulness in statistics of this result is explained. (2) Section 3 analyzes the computational relationship between the canonical moments and the extremal distributons in the \(s\)-convex sense. The paper shows that the \(s\)th moments of the extremal distributions can be obtained in an algebraic manner using the theory of \(s\)-convex stochastic orders.
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      stochastic equality
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      canonical moments
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      extremal distributions
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      theory of \(s\)-convex stochastic orders
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