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GENERALIZATION OF THE PAIRWISE STOCHASTIC PRECEDENCE ORDER TO THE SEQUENCE OF RANDOM VARIABLES
Probability in the Engineering and Informational Sciences ( IF 0.7 ) Pub Date : 2020-03-18 , DOI: 10.1017/s0269964820000145
Maxim Finkelstein , Nil Kamal Hazra

We discuss a new stochastic ordering for the sequence of independent random variables. It generalizes the stochastic precedence (SP) order that is defined for two random variables to the case n > 2. All conventional stochastic orders are transitive, whereas the SP order is not. Therefore, a new approach to compare the sequence of random variables had to be developed that resulted in the notion of the sequential precedence order. A sufficient condition for this order is derived and some examples are considered.

中文翻译:

随机变量序列的成对随机优先顺序的一般化

我们讨论了独立随机变量序列的新随机排序。它将为两个随机变量定义的随机优先级 (SP) 顺序推广到案例n> 2. 所有常规随机订单都是可传递的,而 SP 订单不是。因此,必须开发一种新方法来比较随机变量的序列,从而产生顺序优先顺序的概念。推导了这个顺序的一个充分条件,并考虑了一些例子。
更新日期:2020-03-18
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