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
Hauptverfasser: Arab, Idir, Hadjikyriakou, Milto, Oliveira, Paulo Eduardo
Format: Artikel
Sprache:eng
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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.
ISSN:0021-9002
1475-6072
DOI:10.1017/jpr.2020.67