Conditional Precedence Orders for Stochastic Comparison of Random Variables

Sugata Ghosh; Asok K. Nanda

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arXiv · 2103.01650

Conditional Precedence Orders for Stochastic Comparison of Random Variables

Sugata Ghosh·Asok K. Nanda

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Abstract

Most of the stochastic orders for comparing random variables, considered in the literature, are afflicted with two main drawbacks: (i) lack of connex property and (ii) lack of consideration of any dependence structure between the random variables. Both these drawbacks can be overcome at the cost of transitivity with the stochastic precedence order, which may seem to be a good choice in particular when only two random variables are under consideration, a situation where the question of transitivity does not arise. In this paper, we show that even under such favorable conditions, stochastic precedence order may direct to misleading conclusion in certain situations and develop variations of the order to address the phenomenon.

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Sugata Ghosh, Asok K. Nanda. 2021-03-02. Conditional Precedence Orders for Stochastic Comparison of Random Variables. https://arxiv.org/abs/2103.01650

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