𝔖 Bobbio Scriptorium
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One family of order relations for random vectors

✍ Scribed by Yu. G. Kuritsyn


Book ID
105069430
Publisher
Springer US
Year
1989
Tongue
English
Weight
327 KB
Volume
47
Category
Article
ISSN
1573-8795

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A stochastic order for random vectors an
✍ Ignacio Cascos FernΓ‘ndez; Ilya Molchanov πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 222 KB

We deΓΏne a new stochastic order for random vectors in terms of the inclusion relation for the Aumann expectation of certain random sets. We derive some properties of this order, relate it with other well-known multivariate stochastic convex orders, give a geometrical interpretation in terms of the l