%T Reversing conditional orderings
%P 59-80
%O Book in honor of Professor Moshe Shaked
%I Springer
%S Lecture Notes in Statistics
%K Positive dependence, reversed conditional orderings, default contagion, conditional independence.
%A Rachele Foschi
%A Fabio Spizzichino
%X 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.
%D 2013
%L eprints1433
%B Stochastic Orders in Reliability and Risk
%R 10.1007/978-1-4614-6892-9_3