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Uni Köln > WiSo-Fakultät > Seminar für Wirtschafts- und Sozialstatistik > Institut > LS Mosler > Prof. Mosler > Publikationen
Publikationen von Univ.-Prof. Dr. Karl Mosler |
Abstract: Orthant orderings of discrete random vectors (Rainer Dyckerhoff and Karl Mosler) |
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We investigate four orthant stochastic orderings between random vectors X and Y that have finitely discrete probability distributions in  . They have applications to multiattribute decision under risk, dependency of random vectors, and the statistical comparison of two k-variate samples. For each of the orderings we present conditions that are necessary and sufficient for dominance of Y over X. Given their distributions numerically, these conditions can be checked in an efficient way. |
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Keywords: Multivariate stochastic orders, dependence ordering, decision under risk, bivariate risk aversion, comparison of empirical distribution functions. |
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