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arXiv · 1812.03311

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

Maxim Finkelstein·Nil Kamal Hazra
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Abstract

We discuss a new stochastic ordering for the sequence of independent random variables. It generalizes the stochastic precedence order that is defined for two random variables to the case $n>2$. All conventional stochastic orders are transitive, whereas the stochastic precedence 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.

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Maxim Finkelstein, Nil Kamal Hazra. 2018-12-08. Generalization of the pairwise stochastic precedence order to the sequence of random variables. https://arxiv.org/abs/1812.03311

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