Stochastic monotonicity of dependent variables given their sum

Franco Pellerey () and Jorge Navarro ()
Additional contact information
Franco Pellerey: Politecnico di Torino
Jorge Navarro: Universidad de Murcia

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2022, vol. 31, issue 2, No 16, 543-561

Abstract: Abstract Given a finite set of independent random variables, assume one can observe their sum, and denote with s its value. Efron in 1965, and Lehmann in 1966, described conditions on the involved variables such that each of them stochastically increases in the value s, i.e., such that the expected value of any non-decreasing function of the variable increases as s increases. In this paper, we investigate conditions such that this stochastic monotonicity property is satisfied when the assumption of independence is removed. Comparisons in the stronger likelihood ratio order are considered as well.

Keywords: Stochastic orders; Likelihood ratio order; Logconcave densities; Schur-constant survival functions; Primary 60E15; 90B25; Secondary 62E99 (search for similar items in EconPapers)
Date: 2022
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://link.springer.com/10.1007/s11749-021-00789-5 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:testjl:v:31:y:2022:i:2:d:10.1007_s11749-021-00789-5

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/11749/PS2

DOI: 10.1007/s11749-021-00789-5

Access Statistics for this article

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research is currently edited by Alfonso Gordaliza and Ana F. Militino

More articles in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research from Springer, Sociedad de Estadística e Investigación Operativa
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().