Stochastic orders for a multivariate Pareto distribution

Luigi-Ionut Catana

doi:10.2478/auom-2021-0004

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Stochastic orders for a multivariate Pareto distribution

Analele ştiinţifice ale Universităţii "Ovidius" Constanţa. Seria Matematică

Volume 29 (2021): Issue 1 (March 2021)

By: Luigi-Ionut Catana

Open Access

|Apr 2021

Abstract

In this article we give some theoretical results for equivalence between different stochastic orders of some kind multivariate Pareto distribution family. Weak multivariate orders are equivalent or imply different stochastic orders between extremal statistics order of two random variables sequences. The random variables in this article are not neccesary independent.

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Articles in this issue

DOI: https://doi.org/10.2478/auom-2021-0004 | Journal eISSN: 1844-0835 | Journal ISSN: 1224-1784

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Language: English

Page range: 53 - 69

Submitted on: Mar 10, 2020

Accepted on: May 4, 2020

Published on: Apr 13, 2021

Published by: Ovidius University of Constanta

In partnership with: Paradigm Publishing Services

Publication frequency: 3 issues per year

Keywords:

Multivariate stochastic orders,

Multivariate Pareto distribution,

Statistic orders

Related subjects:

Mathematics,

General mathematics

© 2021 Luigi-Ionut Catana, published by Ovidius University of Constanta
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

Volume 29 (2021): Issue 1 (March 2021)