Browsing by Subject "Convex order"
Now showing items 1-3 of 3
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Article
Bounds for the distance between the distributions of sums of absolutely continuous i.i.d. convex-ordered random variables with applications
(2009)Let X 1, X 2, ... and Y 1, Y 2,... be two sequences of absolutely continuous, independent and identically distributed (i.i.d.) random variables with equal means E(X i) = E(Y i), i = 1, 2,.... In this work we provide upper ...
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Article
The Conditional Convex Order and a Comparison Inequality
(2015)In this article, we define the conditional convex order, that is, a stochastic ordering between random variables given a sub-σ-algebra F. For the conditional convex order, we present a few representative results. In addition, ...
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Article
A connection between supermodular ordering and positive/negative association
(2004)In this paper, we show that a vector of positively/negatively associated random variables is larger/smaller than the vector of their independent duplicates with respect to the supermodular order. In that way, we solve an ...