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Conditional precedence orders for stochastic comparison of random variables

Author

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  • Ghosh, Sugata
  • Nanda, Asok K.

Abstract

Stochastic precedence order enjoys connex property and considers dependence between random variables at the cost of transitivity. We show that the order may mislead even in certain situations where transitivity is not relevant, and develop variations to address the phenomenon.

Suggested Citation

  • Ghosh, Sugata & Nanda, Asok K., 2023. "Conditional precedence orders for stochastic comparison of random variables," Statistics & Probability Letters, Elsevier, vol. 193(C).
    • Handle: RePEc:eee:stapro:v:193:y:2023:i:c:s0167715222002152
    DOI: 10.1016/j.spl.2022.109702
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    References listed on IDEAS

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    1. Arcones M. A. & Kvam P. H. & Samaniego F. J., 2002. "Nonparametric Estimation of a Distribution Subject to a Stochastic Precedence Constraint," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 170-182, March.
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