dc.contributor.author Christofides, Tasos C. en dc.contributor.author Hadjikyriakou, M. en dc.creator Christofides, Tasos C. en dc.creator Hadjikyriakou, M. en dc.date.accessioned 2019-12-02T10:34:28Z dc.date.available 2019-12-02T10:34:28Z dc.date.issued 2015 dc.identifier.uri http://gnosis.library.ucy.ac.cy/handle/7/56643 dc.description.abstract 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, we prove a comparison inequality, which, in a special case orders conditionally the partial sum of (Formula presented.) -associated random variables with that of (Formula presented.) -independent random variables. This latter result extends one of the main theorems of Boutsikas and Vaggelatou (“On the distance between convex-ordered random variables, with applications. Adv. in Appl. Probab., 34(2002):349–374). © 2015, Copyright © Taylor & Francis Group, LLC. en dc.source Stochastic Analysis and Applications en dc.source.uri https://www.scopus.com/inward/record.uri?eid=2-s2.0-84922108499&doi=10.1080%2f07362994.2014.984077&partnerID=40&md5=937d7a7fcdea25283f5a9cd265851a24 dc.subject Conditional demimartingales en dc.subject Conditional N-demimartingales en dc.subject Conditionally negatively associated random variables en dc.subject Convex order en dc.subject ℱ-associated random variables en dc.subject ℱ-independent random variables en dc.title The Conditional Convex Order and a Comparison Inequality en dc.type info:eu-repo/semantics/article dc.identifier.doi 10.1080/07362994.2014.984077 dc.description.volume 33 dc.description.issue 2 dc.description.startingpage 259 dc.description.endingpage 270 dc.author.faculty Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences dc.author.department Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics dc.type.uhtype Article en dc.description.notes

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en dc.source.abbreviation Stoch.Anal.Appl. en dc.contributor.orcid Christofides, Tasos C. [0000-0001-6121-0683] dc.gnosis.orcid 0000-0001-6121-0683
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