Invariant Directional Orderings
Lehmann, E. L. ; Rojo, J.
Ann. Statist., Tome 20 (1992) no. 1, p. 2100-2110 / Harvested from Project Euclid
Statistical concepts of order permeate the theory and practice of statistics. The present paper is concerned with a large class of directional orderings of univariate distributions. (What do we mean by saying that a random variable $Y$ is larger than another random variable $X$?) Attention is restricted to preorders that are invariant under monotone transformations; this includes orderings such as monotone likelihood ratio, hazard ordering, and stochastic ordering. Simple characterizations of these orderings are obtained in terms of a maximal invariant. It is shown how such invariant preorderings can be used to generate concepts of $Y_2$ being further to the right of $X_2$ than $Y_1$ is of $X_1$.
Publié le : 1992-12-14
Classification:  Stochastic ordering,  monotone likelihood ratio ordering,  hazard ordering,  location families,  distance between distribution functions,  62A05,  62E10,  62B15,  60E05
@article{1176348905,
     author = {Lehmann, E. L. and Rojo, J.},
     title = {Invariant Directional Orderings},
     journal = {Ann. Statist.},
     volume = {20},
     number = {1},
     year = {1992},
     pages = { 2100-2110},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176348905}
}
Lehmann, E. L.; Rojo, J. Invariant Directional Orderings. Ann. Statist., Tome 20 (1992) no. 1, pp.  2100-2110. http://gdmltest.u-ga.fr/item/1176348905/