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On stochastic ordering of random vectors

Part of: Multivariate analysis Special processes

Published online by Cambridge University Press:  14 July 2016

Arthur Cohen  and
Harold B. Sackrowitz
Arthur Cohen*
Affiliation:
Rutgers University
Harold B. Sackrowitz*
Affiliation:
Rutgers University
*
∗Postal address: Department of Statistics, Rutgers University, Busch Campus, New Brunswick, NJ 08903, USA.
∗Postal address: Department of Statistics, Rutgers University, Busch Campus, New Brunswick, NJ 08903, USA.
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Abstract

Conditions that have been widely used to establish stochastic ordering of random vectors include those given by Kamae et al. (1977), Barlow and Proschan (1975) and Langberg (1988). In this note we offer conditions that are weaker than those above, thus providing potential application to a wider class of problems.

Keywords

MONOTONE LIKELIHOOD RATIOMULTIVARIATE TOTALLY POSITIVE OF ORDER 2CONDITIONALLY INCREASING IN SEQUENCEWEAKLY CONDITIONALLY INCREASING IN SEQUENCEASSOCIATIONRELIABILITY THEORY

MSC classification

Primary: 62H99: None of the above, but in this section
Secondary: 60K10: Applications (reliability, demand theory, etc.)
Type
Research Papers
Information
Journal of Applied Probability , Volume 32 , Issue 4 , December 1995 , pp. 960 - 965
Copyright
Copyright © Applied Probability Trust 1995 

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Footnotes

Research supported by NSF Grant DMS-9112784.

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