On stochastic comparison of random vectors
- 1 March 1987
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 24 (01) , 123-136
- https://doi.org/10.1017/s0021900200030679
Abstract
We provide sufficient conditions under which two random vectors could be stochastically compared using the standard construction. These conditions are weaker than those discussed by Arjas and Lehtonen (1978) and Veinott (1965). Using these conditions we present extensions of (i) a result of Block et al. (1984) concerning the stochastic monotonicity of independent and identically distributed random variables conditioned on their partial order statistics, and (ii) a theorem of Efron (1965) regarding an increasing property of Pólya frequency functions. Applications of these extensions are also pointed out.Keywords
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