On stochastic comparison of random vectors

DOI10.2307/3214065MaRDI QIDQ4725522zbMATH OpenOpenAlexFDO

Authors J. George Shanthikumar

Publication date 1987

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3214065

zbMATH Keywords

stochastic orderingsufficient conditionsnegative dependencestochastic monotonicityPólya frequency functionscomponent cannibalization

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Recommendations

• On stochastic ordering of random vectors
• Stochastic comparisons of order statistics and their concomitants
• STOCHASTIC ORDERING OF A CLASS OF SYMMETRIC DISTRIBUTIONS
• Multivariate properties of random vectors of order statistics
• Stochastic ordering for permutation symmetric distributions

Cited in

(27)

• A queueing theoretical proof of increasing property of Polya frequency functions
• On the Studentisation of random vectors
• STATISTICAL THEORY OF THE VECTOR RANDOM DECREMENT TECHNIQUE
• On stochastic ordering of random vectors
• Further developments on sufficient conditions for negative dependence of random variables.
• Stochastic monotonicity and Slepian-type inequalities for infinitely divisible and stable random vectors
• Stochastic domination and weak convergence of conditioned Bernoulli random vectors
• STOCHASTIC ORDERING OF A CLASS OF SYMMETRIC DISTRIBUTIONS
• Design of manufacturing systems using queueing models
• Stochastic comparisons of order statistics,with applications in relibility
• Efron's monotonicity property for measures on \(\mathbb{R}^2\)
• scientific article; zbMATH DE number 4184496 (Why is no real title available?)
• Formation of similarity-reflecting binary vectors with random binary projections
• Peacocks obtained by normalisation: strong and very strong peacocks
• Sufficient conditions for negative association of random variables
• Supermodular comparison of time-to-ruin random vectors
• Stochastic monotonicity of dependent variables given their sum
• Dependence properties of order statistics
• Negative dependence in the balls and bins experiment with applications to order statistics
• Stochastic Comparison of Random Vectors with a Common Copula
• Stochastic comparisons of symmetric sampling designs
• Stochastic comparisons of symmetric supermodular functions of heterogeneous random vectors
• Stochastic ordering for permutation symmetric distributions
• Mathematical theory of queueing networks
• Ordering functions of random vectors, with application to partial sums
• scientific article; zbMATH DE number 2092196 (Why is no real title available?)
• scientific article; zbMATH DE number 1058049 (Why is no real title available?)

This page was built for publication: On stochastic comparison of random vectors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4725522)