Departure-based Asymptotic Stochastic Order for Random Processes

2021/03/02 by Ghosh, Sugata, Nanda, Asok K.
#60E15 #60G07 #62G30 #Applications (stat.AP) #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Probability (math.PR) #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.2103.01727

Abstract

We propose and analyze a specific asymptotic stochastic order for random processes based on the measure of departure discussed in the literature. As applications, we stochastically compare mixtures of order statistics and record values coming from two different homogeneous samples, as the sample size becomes large.

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