Stochastic monotonicity of dependent variables given their sum
| Autor: | Franco Pellerey, Jorge Navarro |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2022 |
| Předmět: |
Statistics and Probability
Schur-constant survival functions Variables Likelihood ratio order media_common.quotation_subject Monotonic function Function (mathematics) Expected value Stochastic orders Logconcave densities Applied mathematics Statistics Probability and Uncertainty Random variable Finite set Independence (probability theory) Variable (mathematics) media_common Mathematics |
| Popis: | Given a finite set of independent random variables, assume one can observe their sum, and denote with s its value. Efron in 1965, and Lehmann in 1966, described conditions on the involved variables such that each of them stochastically increases in the value s, i.e., such that the expected value of any non-decreasing function of the variable increases as s increases. In this paper, we investigate conditions such that this stochastic monotonicity property is satisfied when the assumption of independence is removed. Comparisons in the stronger likelihood ratio order are considered as well. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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