Generalization of the pairwise stochastic precedence order to the\n sequence of random variables

2018/12/08 by Maxim Finkelstein, Nil Kamal Hazra, Finkelstein, Maxim +1
Computer Science · Decision Sciences · #Algorithms and Data Compression #Applications (stat.AP) #Bayesian Methods and Mixture Models #FOS: Computer and information sciences #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models

paper · pdf · doi:10.48550/arxiv.1812.03311

openalex publication_date 2018/12/08 · openalex created_date 2022/08/01 · openalex updated_date 2026/07/28

Abstract

We discuss a new stochastic ordering for the sequence of independent random\nvariables. It generalizes the stochastic precedence order that is defined for\ntwo random variables to the case n>2. All conventional stochastic orders are\ntransitive, whereas the stochastic precedence order is not. Therefore, a new\napproach to compare the sequence of random variables had to be developed that\nresulted in the notion of the sequential precedence order. A sufficient\ncondition for this order is derived and some examples are considered.\n

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