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Reversing conditional orderings

Foschi, Rachele and Spizzichino, Fabio Reversing conditional orderings. In: Stochastic Orders in Reliability and Risk. Lecture Notes in Statistics . Springer, pp. 59-80. ISBN 978-1-4614-6892-9 (2013)

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We analyze some specific aspects concerning conditional orderings and relations among them. To this purpose we define a suitable concept of reversed conditional ordering and prove some related results. In particular we aim to compare the univariate stochastic orderings ≤ st, ≤ hr, and ≤ lr in terms of differences among different notions of conditional orderings. Some applications of our result to the analysis of positive dependence will be detailed. We concentrate attention to the case of a pair of scalar random variables X, Y ​. Suitable extensions to multivariate cases are possible.

Item Type: Book Section
Identification Number: 10.1007/978-1-4614-6892-9_3
Additional Information: Book in honor of Professor Moshe Shaked
Uncontrolled Keywords: Positive dependence, reversed conditional orderings, default contagion, conditional independence.
Subjects: Q Science > QA Mathematics
Research Area: Economics and Institutional Change
Depositing User: Users 19 not found.
Date Deposited: 27 Nov 2012 13:59
Last Modified: 29 Jan 2014 14:40
URI: http://eprints.imtlucca.it/id/eprint/1433

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