Non-Comparability with respect to the convex transform order with applications
In the literature of stochastic orders, one rarely finds results characterizing non-comparability of random variables. We prove simple tools implying the non-comparability with respect to the convex transform order. The criteria are used, among other applications, to provide a negative answer for a...
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Veröffentlicht in: | Journal of applied probability 2020-12, Vol.57 (4), p.1339-1348 |
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Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | In the literature of stochastic orders, one rarely finds results characterizing non-comparability of random variables. We prove simple tools implying the non-comparability with respect to the convex transform order. The criteria are used, among other applications, to provide a negative answer for a conjecture about comparability in a much broader scope than its initial statement. |
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ISSN: | 0021-9002 1475-6072 |
DOI: | 10.1017/jpr.2020.67 |