Generalization of the pairwise stochastic precedence order to the sequence of random variables
Applications
2018-12-11 v1 Probability
Abstract
We discuss a new stochastic ordering for the sequence of independent random variables. It generalizes the stochastic precedence order that is defined for two random variables to the case . All conventional stochastic orders are transitive, whereas the stochastic precedence order is not. Therefore, a new approach to compare the sequence of random variables had to be developed that resulted in the notion of the sequential precedence order. A sufficient condition for this order is derived and some examples are considered.
Keywords
Cite
@article{arxiv.1812.03311,
title = {Generalization of the pairwise stochastic precedence order to the sequence of random variables},
author = {Maxim Finkelstein and Nil Kamal Hazra},
journal= {arXiv preprint arXiv:1812.03311},
year = {2018}
}