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Some partial orderings of positively dependent exchangeable random variables are introduced. The interrelations among them, the inequalities which follow from them and two models which yield such partial orderings are then discussed. Particular examples include ordering multivariate normal, t,...
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A concept called concentration order of probability distributions on a metric space is introduced, then the norm stochastic order that compares real-parameter stochastic processes is introduced as a special case. Equivalent conditions of concentration order are established. Using Anderson's...
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Studying the joint distributional properties of partial sums of independent random variables, we obtain stochastic analogues of some simple deterministic results from the theory of majorization, Schur-convexity, and arrangement monotonicity. More explicitly, let Xi([theta]i), i =1, ..., n, be...
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