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随机变量的随机比较

张晓冉, 王德辉, 宋立新   

  1. (吉林大学数学研究所, 长春 130012)
  • 收稿日期:2001-03-01 修回日期:1900-01-01 出版日期:2002-01-26 发布日期:2002-01-26
  • 通讯作者: 张晓冉

Stochastic Comparisons of Random Variables

ZHANG Xiao-ran, WANG De-hui, SONG Li-xin   

  1. (Institute of Mathematics, Jilin University, Changchun 130012, P.R.China)
  • Received:2001-03-01 Revised:1900-01-01 Online:2002-01-26 Published:2002-01-26
  • Contact: ZHANG Xiao-ran

摘要: 对Lehmann和Rojo给出的关于各种随机序关系的定理作 进一步推广; 说明有序总体的同阶次序统计量仍保持序关系; 证明序关系在单调变换下不 变性和散度序关系在凸函数作用下的不变性.

关键词: 随机序, 危险率序, 逆危险率序, 似然比序, 散度序

Abstract: In the present paper the authors first make a generliza tion of Lehmann and Rojo's theorem on the kinds of ordering relationships, then show that the i-th order statistic of (X1,...,Xn) and the i-th order statistic of (Y1,...,Yn) keep the ordering relation ships between X and Y for i=1,...,n. At last the authors investigate the invariance of the kinds of ordering relationships under monotone transformations and the i nvariance of dispersive ordering under convex(concave) functions.

Key words: stochastic ordering, hazard rate ordering, reversed hazard rate orderi ng, likelihood ratio ordering, dispersive ordering

中图分类号: 

  • O212.4