A remark on stochastic monotonicity

被引：0

作者：

Braverman, M ^{[1
]}

机构：

[1] BEN GURION UNIV NEGEV,DEPT MATH,IL-84105 BEER SHEVA,ISRAEL

来源：

STATISTICS & PROBABILITY LETTERS | 1996年 / 26卷 / 03期

关键词：

stochastic domination; infinitely divisible distribution;

D O I：

10.1016/0167-7152(95)00018-6

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We show that the stochastic domination of an infinitely divisible random variable X by another infinitely divisible random variable Y does not imply, generally speaking, a comparison between their corresponding Levy measures.

引用

页码：259 / 262

页数：4