Remarks on equality of two distributions under some partial orders
Risk Management
2015-05-19 v1 Probability
Abstract
In this note we establish some appropriate conditions for stochastic equality of two random variables/vectors which are ordered with respect to convex ordering or with respect to supermodular ordering. Multivariate extensions of this result are also considered.
Keywords
Cite
@article{arxiv.1505.04485,
title = {Remarks on equality of two distributions under some partial orders},
author = {Chuancun Yin},
journal= {arXiv preprint arXiv:1505.04485},
year = {2015}
}
Comments
10 pages