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ZHANG Xiao-ran, WANG De-hui, SONG Li-xin
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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
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ZHANG Xiao-ran, WANG De-hui, SONG Li-xin. Stochastic Comparisons of Random Variables[J].J4, 2002, 40(01): 1-9.
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http://xuebao.jlu.edu.cn/lxb/EN/Y2002/V40/I01/1
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