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English

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.

Publication type: 
Journal Articles
Evidence for R3C: 
N
Publication Date: 
Thursday, November 18, 2021
Cluster: 
Measuring Urban Resilience
Year: