A remark on stochastic monotonicity

Michael Braverman

doi:10.1016/0167-7152(95)00018-6

A remark on stochastic monotonicity

Michael Braverman

Department of Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

We show that the stochastic domination of an infinitely divisible random variable X by another infinitely divisible random variable Y does not imply, generally speaking, a comparison between their corresponding Lévy measures.

Original language	English
Pages (from-to)	259-262
Number of pages	4
Journal	Statistics and Probability Letters
Volume	26
Issue number	3
DOIs	https://doi.org/10.1016/0167-7152(95)00018-6
State	Published - 15 Feb 1996

Keywords

Infinitely divisible distribution
Stochastic domination

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/0167-7152(95)00018-6

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title = "A remark on stochastic monotonicity",

abstract = "We show that the stochastic domination of an infinitely divisible random variable X by another infinitely divisible random variable Y does not imply, generally speaking, a comparison between their corresponding L{\'e}vy measures.",

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A remark on stochastic monotonicity

Abstract

Keywords

ASJC Scopus subject areas

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