Stochastic monotonicity of dependent variables given their sum

被引:6
|
作者
Pellerey, Franco [1 ]
Navarro, Jorge [2 ]
机构
[1] Politecn Torino, Dipartimento Sci Matemat, I-10129 Turin, Italy
[2] Univ Murcia, Fac Matemat, Murcia 30100, Spain
关键词
Stochastic orders; Likelihood ratio order; Logconcave densities; Schur-constant survival functions; DISTRIBUTIONS; PROPERTY; TESTS;
D O I
10.1007/s11749-021-00789-5
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
Given a finite set of independent random variables, assume one can observe their sum, and denote with s its value. Efron in 1965, and Lehmann in 1966, described conditions on the involved variables such that each of them stochastically increases in the value s, i.e., such that the expected value of any non-decreasing function of the variable increases as s increases. In this paper, we investigate conditions such that this stochastic monotonicity property is satisfied when the assumption of independence is removed. Comparisons in the stronger likelihood ratio order are considered as well.
引用
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页码:543 / 561
页数:19
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