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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

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

CLC Number: 

  • O212.4