Abstract
The notion of stochastic ordering for random variables is a familiar and useful concept. A basic reference is Lehmann (1955). More recent work, with many results in stochastic ordering and further references, is in Stoyan (1977, 1983). However, the most comprehensive discussion of stochastic and related orders is given by Shaked and Shanthikumar (2007), to which frequent reference is made in this chapter. Other useful references are Szekli (1995) and Müller and Stoyan (2002).
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
Copyright information
© 2010 Springer Science+Business Media, LLC
About this chapter
Cite this chapter
Marshall, A.W., Olkin, I., Arnold, B.C. (2010). Stochastic Ordering. In: Inequalities: Theory of Majorization and Its Applications. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-0-387-68276-1_17
Download citation
DOI: https://doi.org/10.1007/978-0-387-68276-1_17
Published:
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-40087-7
Online ISBN: 978-0-387-68276-1
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)