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
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