On Order-Preserving Properties of Probability Metrics

Claude Lefèvre and Sergey Utev

Journal of Theoretical Probability, 1998, vol. 11, issue 4, 907-920

Abstract: Abstract Stochastic orders and probability metrics are two areas that have received considerable attention in recent literature. A question of interest on its own and for certain applications is the preservation of metrics with respect to orders. This property does not seem to have been examined explicitly so far. Our purpose in this paper is to provide some useful remarks and results related to several orders and metrics which are standard in probability.

Keywords: Probability metrics; stochastic orders; order preservation; Poisson approximation; risk theory; epidemic modeling (search for similar items in EconPapers)
Date: 1998
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DOI: 10.1023/A:1022608613982

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