Orthant orderings of
discrete random vectors

Rainer Dyckerhoff and Karl Mosler

Abstract:

We investigate four orthant stochastic orderings between random vectors X and Y that have finitely discrete probability distributions in tex2html_wrap_inline18 . 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.

Rainer Dyckerhoff
Fri Nov 22 14:28:42 MET 1996