Reversing Conditional Orderings

نویسندگان

  • Rachele Foschi
  • Fabio Spizzichino
چکیده

We analyze some specific aspects concerning conditional orderings and relations among them. To this purpose we define a suitable concept of reversed conditional ordering and prove some related results. In particular we aim to compare the univariate stochastic orderings ≤st, ≤hr, and ≤lr in terms of differences among different notions of conditional orderings. Some applications of our result to the analysis of positive dependence will be detailed. We concentrate attention to the case of a pair of scalar random variables X, Y . Suitable extensions to multivariate cases are possible.

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تاریخ انتشار 2012