Remarks on equality of two distributions under some partial orders

Published 18 May 2015 in q-fin.RM and math.PR | (1505.04485v1)

Abstract: In this note we establish some appropriate conditions for stochastic equality of two random variables/vectors which are ordered with respect to convex ordering or with respect to supermodular ordering. Multivariate extensions of this result are also considered.

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Authors (1)

Chuancun Yin

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