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Sufficient conditions for stochastic equality of two distributions under some partial orders

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  • Prakasa Rao, B.L.S.
  • Singh, Harshinder

Abstract

We establish some conditions for stochastic equality of two nonnegative random variables which are ordered with respect to variability ordering or with respect to mean residual life ordering or with respect to second order stochastic ordering.

Suggested Citation

  • Prakasa Rao, B.L.S. & Singh, Harshinder, 2010. "Sufficient conditions for stochastic equality of two distributions under some partial orders," Statistics & Probability Letters, Elsevier, vol. 80(5-6), pages 513-518, March.
    • Handle: RePEc:eee:stapro:v:80:y:2010:i:5-6:p:513-518
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    References listed on IDEAS

    as
    1. François Baccelli & Armand M. Makowski, 1989. "Multidimensional Stochastic Ordering and Associated Random Variables," Operations Research, INFORMS, vol. 37(3), pages 478-487, June.
    2. Kaur, Amarjot & Prakasa Rao, B.L.S. & Singh, Harshinder, 1994. "Testing for Second-Order Stochastic Dominance of Two Distributions," Econometric Theory, Cambridge University Press, vol. 10(5), pages 849-866, December.
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