A number of application areas of statistics make direct use of stochastic orderings. Here the special case of discrete distributions is covered. For discrete distributions M¨obius inversions plays a useful part in the theory and there are algebraic representations for the standard componentwise ordering for integer grids. In the general case, based on cdf's, the notion of a dual cone is useful. Several examples are presented.
A Giovagnoli, H.P. Wynn (2008). Stochastic orderings for discrete random variables. STATISTICS & PROBABILITY LETTERS, 78(16), 2827-2835 [10.1016/j.spl.2008.04.002].
Stochastic orderings for discrete random variables
GIOVAGNOLI, ALESSANDRA;
2008
Abstract
A number of application areas of statistics make direct use of stochastic orderings. Here the special case of discrete distributions is covered. For discrete distributions M¨obius inversions plays a useful part in the theory and there are algebraic representations for the standard componentwise ordering for integer grids. In the general case, based on cdf's, the notion of a dual cone is useful. Several examples are presented.File in questo prodotto:
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