Stochastic orders for a multivariate Pareto distribution

Catana, Luigi-Ionut

doi:10.2478/auom-2021-0004

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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Stochastic orders for a multivariate Pareto distribution

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