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On stochastic comparison of random vectors

Published online by Cambridge University Press:  14 July 2016

J. George Shanthikumar
J. George Shanthikumar*
Affiliation:
University of California, Berkeley
*
∗Postal address: School of Business Administration, University of California, Berkeley, CA 94720, USA.
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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

STOCHASTIC ORDERINGNEGATIVE DEPENDENCEPÓLYA FREQUENCY FUNCTIONCOMPONENT CANNIBALIZATION
Type
Research Papers
Information
Journal of Applied Probability , Volume 24 , Issue 1 , March 1987 , pp. 123 - 136
Copyright
Copyright © Applied Probability Trust 1987 

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Footnotes

Supported by the Air Force Office of Scientific Research, U.S.A.F., under Grant AFOSR-84-0205. Reproduction in whole or in part is permitted for any purpose of the United States Government.

References

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