Multidimensional Stochastic Ordering and Associated Random Variables

DOI10.1287/OPRE.37.3.478MaRDI QIDQ3823546zbMATH OpenOpenAlexFDO

Authors Francois Baccelli, Armand M. Makowski

Publication date 1989

Published in Operations Research (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/1903/4516

zbMATH Keywords

monotone functions of several variablesmultidimensional probability distributionsstochastic ordering

Mathematics Subject Classification ID

Distribution theory (60E99) Queueing theory (aspects of probability theory) (60K25)

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(20)

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• A class of bivariate stochastic orderings, with applications in actuarial sciences
• Stochastic equivalence of ordered random variables with applications in reliability theory
• Dynamic multivariate quantile residual life in reliability theory
• On the theory of high convexity stochastic orders
• Sufficient conditions for stochastic equality of two distributions under some partial orders
• Some positive dependence stochastic orders
• Characterizations of the exponential distribution by Pascal compound
• A stochastic ordering for random variables with applications
• Moment-based multivariate permutation tests for ordinal categorical data
• Characterisation of a multivariate stochastic ordering
• Stochastic Orderings of Convex-Type for Discrete Bivariate Risks
• A permutation approach for ranking of multivariate populations
• Stochastic bounds and dependence properties of survival times in a multicomponent shock model
• Representing subjective orderings of random variables: An extension
• Permutation testing for thick data when the number of variables is much greater than the sample size: recent developments and some recommendations
• Compositional safe approximation of response time probability density function of complex workflows
• Compositional safe approximation of response time distribution of complex workflows
• Characterization of stochastic orders by \(L\)-functionals
• Conditional inference under simultaneous stochastic ordering constraints

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