A note on conditioning and stochastic domination for order statistics

被引：4
|
作者：
Dubhashi, Devdatt [1 ]
Haggstrom, Olle [2 ]
机构：
[1] Chalmers, Dept Comp Sci, S-41296 Gothenburg, Sweden
[2] Chalmers, Dept Math Stat, S-41296 Gothenburg, Sweden
来源：
JOURNAL OF APPLIED PROBABILITY | 2008年 / 45卷 / 02期
关键词：
order statistics; coupling; stochastic domination;
D O I：
10.1239/jap/1214950369
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
For an order statistic (X(1:n). . .,X(n:n)) of a collection of independent but not necessarily identically distributed random variables, and any i is an element of {1,..., n}, the conditional distribution of (X(i+ 1:n), . . .,X(n:n)) given X(i:n) > s is shown to be stochastically increasing in s. This answers a question by Hu and Xie (2006).
引用
收藏
页码：575 / 579
页数：5
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