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Stochastic ordering for permutation symmetric distributions

Author

Listed:
  • Marco Scarsini

    (GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC - HEC Paris - Ecole des Hautes Etudes Commerciales - CNRS - Centre National de la Recherche Scientifique, Dipartimento di Scienze Economiche e Aziendali - LUISS - Libera Università Internazionale degli Studi Sociali Guido Carli [Roma])

  • Moshe Shaked

    (University of Arizona)

Abstract

In this paper the meaning of the stochastic ordering relation is studied when the random vectors which are compared are assumed to be permutation symmetric. It is shown that in order to establish the stochastic ordering relation between two such random vectors it is enough to consider only upper sets which are symmetric, rather than all upper sets. Further results for such bivariate random vectors are also given. Some comments regarding stochastic ordering of general random vectors and of vectors of order statistics are also included. Some applications are described.

Suggested Citation

  • Marco Scarsini & Moshe Shaked, 1990. "Stochastic ordering for permutation symmetric distributions," Post-Print hal-00542131, HAL.
    • Handle: RePEc:hal:journl:hal-00542131
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    Cited by:

    1. Arboretti, Rosa & Bonnini, Stefano & Corain, Livio & Salmaso, Luigi, 2014. "A permutation approach for ranking of multivariate populations," Journal of Multivariate Analysis, Elsevier, vol. 132(C), pages 39-57.

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