Skip to main content
Log in

Stochastically larger component of a random vector

  • Published:
Annals of the Institute of Statistical Mathematics Aims and scope Submit manuscript

Summary

Definitions of different strengths are given to the notion of ‘a stochastically larger component of a two-dimensional random vector.’ Some of them reduce to the known definitions of stochastic order relationship when the components are stochastically independent. The definitions and the approach are related to nonparametric problems.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Lehmann, E. L. (1955). Ordered families of distributions,Ann. Math. Statist.,26, 399–419.

    MATH  MathSciNet  Google Scholar 

  2. Lehmann, E. L. (1959).Testing Statistical Hypotheses, Wiley, New York.

    Google Scholar 

  3. Pfanzag, J. (1964). On the topological structure of some ordered families of distributions,Ann. Math. Statist.,35, 1216–1228.

    MathSciNet  Google Scholar 

  4. Yanagimoto, T. (1972). Families of positively dependent random variables. (To be published in this journal.)

  5. Yanagimoto, T. and Sibuya, M. (1972). Test of symmetry of a one-dimensional distribution against positive biasedness. (To be published in this journal.)

Download references

Authors

About this article

Cite this article

Yanagimoto, T., Sibuya, M. Stochastically larger component of a random vector. Ann Inst Stat Math 24, 259–269 (1972). https://doi.org/10.1007/BF02479756

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02479756

Keywords

Navigation