pith. sign in

arxiv: 1812.03311 · v1 · pith:WCUHMZ7Qnew · submitted 2018-12-08 · 📊 stat.AP · math.PR

Generalization of the pairwise stochastic precedence order to the sequence of random variables

classification 📊 stat.AP math.PR
keywords orderstochasticprecedencerandomvariablessequenceapproachcase
0
0 comments X
read the original abstract

We discuss a new stochastic ordering for the sequence of independent random variables. It generalizes the stochastic precedence order that is defined for two random variables to the case $n>2$. All conventional stochastic orders are transitive, whereas the stochastic precedence order is not. Therefore, a new approach to compare the sequence of random variables had to be developed that resulted in the notion of the sequential precedence order. A sufficient condition for this order is derived and some examples are considered.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.