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Abstract We discuss a new stochastic ordering for the sequence of independent random variables. It generalizes the stochastic precedence (SP) order that is defined for two random variables to the… Click to show full abstract
Abstract We discuss a new stochastic ordering for the sequence of independent random variables. It generalizes the stochastic precedence (SP) order that is defined for two random variables to the case n > 2. All conventional stochastic orders are transitive, whereas the SP order is not. Therefore, a new approach to compare the sequence of random variables had to be developed that resulted in the notion of the sequential precedence order. A sufficient condition for this order is derived and some examples are considered.
Keywords:
order;
sequence;
precedence order;
random variables
Journal Title: Probability in the Engineering and Informational Sciences
Year Published: 2021
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Journal Title: Probability in the Engineering and Informational Sciences
Year Published: 2021
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!