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Orthant orderings of discrete random vectors

✍ 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

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πŸ“œ SIMILAR VOLUMES


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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)Γ‚X>x) of a discrete random vector X, where h(X) denotes the random vector (h 1 (X 1 ), ..., h n (X n )).

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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