Ordered Families of Distributions

From MaRDI portal
Publication:5849254


DOI10.1214/aoms/1177728487zbMath0065.11906WikidataQ93625791 ScholiaQ93625791MaRDI QIDQ5849254

E. L. Lehmann

Publication date: 1955

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177728487



Related Items

Goodness-of-fit test for uniform stochastic ordering among several distributions, Semi-infinite probabilistic optimization: first-order stochastic dominance constrain, Multiple objective evaluation and prioritization under risk with partial preference information†, On detecting change in likelihood ratio ordering, Note on two dominance principles in decision theory, [https://portal.mardi4nfdi.de/wiki/Software:5591964 �ber geordnete Faltungshalbgruppen abstrakter Verteilungsfunktionen], [https://portal.mardi4nfdi.de/wiki/Software:5603671 �ber geordnete Faltungshalbgruppen abstrakter Verteilungsfunktionen], Characterizations of distributions via the stochastic ordering property of random linear forms, Stochastic ordering and Schur-convex functions in comparison of linear experiments, Dispersive ordering-some applications and examples, Relaxations of linear programming problems with first order stochastic dominance constraints, Testing the conditional independence and monotonicity assumptions of item response theory, Robust slippage tests, Stochastic dominance with pair-wise risk aversion, Moment inequalities for order statistics from ordered families of distributions, On some significance tests in cluster analysis, Bayes-\(P^ *\) subset selection procedures for the best population, Comparing item characteristic curves, Multivariate stochastic dominance with fixed dependence structure, Distributional efficiency in multiobjective stochastic linear programming, On the theory of risk aversion and the theory of risk, Monotone control laws for noisy, countable-state Markov chains, Approximating the admissible set in stochastic dominance, Revealed preference, stochastic dominance, and the expected utility hypothesis, On the misuse of manifest variables in the detection of measurement bias, On an ordering for probability measures and a corresponding integral representation, On the consistency of single-stage ranking procedures, Stochastically larger component of a random vector, Non-cooperative stochastic dominance games, Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities, On likelihood-ratio ordering of order statistics, Orthant orderings of discrete random vectors, An extension of Osuna's model for stress caused by waiting, Density inference for ranking European research systems in the field of economics, Orderings of risks: A comparative study via stop-loss transforms, Bayesian nonparametric inference of stochastically ordered distributions, with Pólya trees and Bernstein polynomials, Portfolio construction based on stochastic dominance and target return distributions, Selection from multivariate normal populations, A two-sample estimate of the largest mean, Monotonicity of rank order likelihood ratio, On optimality of stepdown and stepup multiple test procedures, FIXED LENGTH SEQUENTIAL CONFIDENCE INTERVALS FOR THE PROBABILITY OF RESPONSE, Ordres stochastiques et efficacité asymptotique desL-estimateurs, SPRT Fixed Length Confidence Intervals, Uniform stochastic ordering and related inequalities, Mean residual life ordering, Preservation properties for the mean residual life ordering, Stoppping rules and ordered families of distributions, A note on stochastic order of probability measures and an application to Markov processes, Robust and nonparametric subset selection procedures, Positive dependence and monotonicity in conditional distributions, Some subset selection problems, Selection using “play-the-winner” sampling for non-negative observations, Stochastic dominance with nonadditive probabilities, Unnamed Item, Improvements in the power of empirical stochastic dominance comparisons through kernel density estimation: a monte carlo study