Orthant orderings of discrete random vectors
β Scribed by Rainer Dyckerhoff; Karl Mosler
- Book ID
- 104340344
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 600 KB
- Volume
- 62
- Category
- Article
- ISSN
- 0378-3758
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
For given real and monotone functions h i 's, we obtain the necessary and sufficient conditions in order that any R n -valuated function 9(x) be the conditional expectation E(h(X)ΓX>x) of a discrete random vector X, where h(X) denotes the random vector (h 1 (X 1 ), ..., h n (X n )).
The supermodular and the symmetric supermodular stochastic orders have been cursorily studied in previous literature. In this paper we study these orders more thoroughly. First we obtain some basic properties of these orders. We then apply these results in order to obtain comparisons of random vecto