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On uniform conditional stochastic order conditioned on planar regions

Published online by Cambridge University Press:  14 July 2016

J. George Shanthikumar  and
Hui-Wen Koo
J. George Shanthikumar*
Affiliation:
University of California, Berkeley
Hui-Wen Koo*
Affiliation:
Bellcore
*
∗ Postal address: School of Business Administration, University of California, Berkeley CA 94720, USA.
∗∗ Postal address: Bellcore, Bell Communications Research 290 West Mt. Pleasant Avenue Livingston, NJ 07039, USA.
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Abstract

Sufficient conditions under which two random vectors are ordered in the sense of uniform conditional stochastic order (Whitt (1980), (1982)) with respect to planar regions are given. A natural classification of distributions based on this notion of stochastic order is defined and studied. A negative dependence property of Block et al. (1985) is shown to hold for this class of distributions. An application of these results in statistics is also presented.

Keywords

MTP2NEGATIVE DEPENDENCEAUCTION THEORY

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 27 , Issue 1 , March 1990 , pp. 115 - 123
Copyright
Copyright © Applied Probability Trust 1990 

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Footnotes

Supported by the Air Force Office of Scientific Research, U.S.A.F., under Grant AFOSR-84-0205.

Reproduction in whole or in part is permitted for any purpose by the United States Government.

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