Stochastic ordering of a class of symmetric distributions

Authors:
Weiwei Zhuang;Taizhong Hu
Affiliations:
Department of statistics and finance, university of science and technology of china, hefei, anhui 230026, people's republic of china e-mail: weizh@ustc.edu.cn/ thu@ustc.edu.cn;Department of statistics and finance, university of science and technology of china, hefei, anhui 230026, people's republic of china e-mail: weizh@ustc.edu.cn/ thu@ustc.edu.cn
Venue:
Probability in the Engineering and Informational Sciences
Year:
2009

Citing 3
Cited 0

Stochastic Comparison of Random Vectors with a Common Copula

Mathematics of Operations Research
NONHOMOGENEOUS BIRTH PROCESSES AND l∞-SPHERICAL DENSITIES, WITH APPLICATIONS IN RELIABILITY THEORY

Probability in the Engineering and Informational Sciences
Uniform order statistics property and ℓ∞-spherical densities

Probability in the Engineering and Informational Sciences

Quantified Score

Hi-index	0.00

Visualization

Abstract

In this article, we investigate the sufficient and/or necessary conditions in order to stochastically compare the order statistics and their spacing vectors of two random vectors X and Y with special symmetric distributions. The conditions are imposed on the sample ranges Xn:n–X1:n and Yn:n–Y1:n or on (X1:n, Xn:n–X1:n) and (Y1:n, Yn:n–Y1:n). In particular, we consider the multivariate usual stochastic order, the convex order, the increasing convex order, and the directionally convex order. Several examples are also given to illustrate the power of the main results.