Title of article :
Conditional orderings and positive dependence
Author/Authors :
Colangelo، نويسنده , , Antonio and Hu، نويسنده , , Taizhong and Shaked، نويسنده , , Moshe، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2008
Pages :
14
From page :
358
To page :
371
Abstract :
Every univariate random variable is smaller, with respect to the ordinary stochastic order and with respect to the hazard rate order, than a right censored version of it. In this paper we attempt to generalize these facts to the multivariate setting. It turns out that in general such comparisons do not hold in the multivariate case, but they do under some assumptions of positive dependence. First we obtain results that compare the underlying random vectors with respect to the usual multivariate stochastic order. A larger slew of results, that yield comparisons of the underlying random vectors with respect to various multivariate hazard rate orders, is given next. Some comparisons with respect to the orthant orders are also discussed.
Keywords :
Usual stochastic order , Hazard rate order , association , Right tail increasing (RTI) , Right corner set increasing (RCSI) , Positive quadrant dependence (PQD)
Journal title :
Journal of Multivariate Analysis
Serial Year :
2008
Journal title :
Journal of Multivariate Analysis
Record number :
1558838
Link To Document :
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