Departure-based Asymptotic Stochastic Order for Random Processes
Probability
2021-03-04 v2 Statistics Theory
Applications
Methodology
Statistics Theory
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.
Cite
@article{arxiv.2103.01727,
title = {Departure-based Asymptotic Stochastic Order for Random Processes},
author = {Sugata Ghosh and Asok K. Nanda},
journal= {arXiv preprint arXiv:2103.01727},
year = {2021}
}
Comments
33 pages, reference hyperlink added