• 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