Departure-based Asymptotic Stochastic Order for Random Processes

Sugata Ghosh; Asok K. Nanda

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arXiv · 2103.01727

Departure-based Asymptotic Stochastic Order for Random Processes

Sugata Ghosh·Asok K. Nanda

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Abstract

We propose and analyze a specific asymptotic stochastic order for random processes based on the measure of departure discussed in the literature. As applications, we stochastically compare mixtures of order statistics and record values coming from two different homogeneous samples, as the sample size becomes large.

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BibTeX RIS

Sugata Ghosh, Asok K. Nanda. 2021-03-02. Departure-based Asymptotic Stochastic Order for Random Processes. https://arxiv.org/abs/2103.01727

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