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Remarks on Equality of Two Distributions under Some Partial Orders

Remarks on Equality of Two Distributions under Some Partial Orders
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摘要 In this note we establish some appropriate conditions for stochastic equality of two random vari- ables/vectors which are ordered with respect to convex ordering or with respect to supermodular ordering. Multivariate extensions of this result are also considered. In this note we establish some appropriate conditions for stochastic equality of two random vari- ables/vectors which are ordered with respect to convex ordering or with respect to supermodular ordering. Multivariate extensions of this result are also considered.
作者 Chuan-cun YIN
机构地区 School of Statistics
出处 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2018年第2期274-280,共7页 应用数学学报(英文版)
基金 supported by the National Natural Science Foundation of China(11571198,11701319)
关键词 COMONOTONICITY convex order distortion risk measure expected utility stop-loss order super-modular order comonotonicity convex order distortion risk measure expected utility stop-loss order super-modular order
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