eprintid: 1433
rev_number: 9
eprint_status: archive
userid: 19
dir: disk0/00/00/14/33
datestamp: 2012-11-27 13:59:45
lastmod: 2014-01-29 14:40:13
status_changed: 2012-11-27 13:59:45
type: book_section
metadata_visibility: show
creators_name: Foschi, Rachele
creators_name: Spizzichino, Fabio
creators_id: rachele.foschi@imtlucca.it
creators_id: 
title: Reversing conditional orderings
ispublished: pub
subjects: QA
divisions: EIC
full_text_status: public
keywords: Positive dependence, reversed conditional orderings, default contagion, conditional independence.
note: Book in honor of Professor Moshe Shaked
abstract: 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.
date: 2013
date_type: published
series: Lecture Notes in Statistics
publisher: Springer
pagerange: 59-80
id_number: 10.1007/978-1-4614-6892-9_3
refereed: TRUE
isbn: 978-1-4614-6892-9
book_title: Stochastic Orders in Reliability and Risk
official_url: http://dx.doi.org/10.1007/978-1-4614-6892-9_3
citation:   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)  
document_url: http://eprints.imtlucca.it/1433/1/Foschi-Spizzichino.pdf