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Checking for orthant orderings between discrete multivariate distributions: An algorithm

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  • Dyckerhoff, Rainer
  • Holz, Hartmut
  • Mosler, Karl

Abstract

We consider four orthant stochastic orderings between random vectors X and Y that have finitely discrete probability distributions in IRk. For each of the orderings conditions have been developed that are necessary and sufficient for dominance of Y over X. We present an algorithm that checks these conditions in an efficient way by operating on a semilattice generated by the support of the two distributions. In particular, the algorithm can be used to compute multivariate Smirnov statistics.

Suggested Citation

  • Dyckerhoff, Rainer & Holz, Hartmut & Mosler, Karl, 1998. "Checking for orthant orderings between discrete multivariate distributions: An algorithm," Discussion Papers in Econometrics and Statistics 1/98, University of Cologne, Institute of Econometrics and Statistics.
    • Handle: RePEc:zbw:ucdpse:198
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    References listed on IDEAS

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    2. Trede, Mark, 1998. "Making mobility visible: a graphical device," Economics Letters, Elsevier, vol. 59(1), pages 77-82, April.
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