Ordered random variables

Saralees Nadarajah; Emmanuel Afuecheta; Stephen Chan

doi:10.1007/s12597-019-00355-6

Ordered random variables

Saralees Nadarajah^*, Emmanuel Afuecheta, Stephen Chan

^*Corresponding author for this work

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

2 Scopus citations

Abstract

Given two random variables, what effect does a linear ordering have? We answer this question for more than thirty commonly known families of distributions, including the arcsine, Cauchy, exponential, Fréchet, Gumbel, half normal, logistic, lognormal, Lomax, normal, Pareto, uniform and Weibull distributions. A real data application is given.

Original language	English
Pages (from-to)	344-366
Number of pages	23
Journal	OPSEARCH
Volume	56
Issue number	1
DOIs	https://doi.org/10.1007/s12597-019-00355-6
State	Published - 4 Mar 2019
Externally published	Yes

Bibliographical note

Publisher Copyright:
© 2019, Operational Research Society of India.

Keywords

Distributions
Rainfall
Stochastic ordering

ASJC Scopus subject areas

Management Information Systems
Information Systems
Computer Science Applications
Management Science and Operations Research

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10.1007/s12597-019-00355-6

Cite this

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AU - Afuecheta, Emmanuel

AU - Chan, Stephen

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AB - Given two random variables, what effect does a linear ordering have? We answer this question for more than thirty commonly known families of distributions, including the arcsine, Cauchy, exponential, Fréchet, Gumbel, half normal, logistic, lognormal, Lomax, normal, Pareto, uniform and Weibull distributions. A real data application is given.

KW - Distributions

KW - Rainfall

KW - Stochastic ordering

UR - https://www.scopus.com/pages/publications/85063135943

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DO - 10.1007/s12597-019-00355-6

M3 - Article

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Ordered random variables

Abstract

Bibliographical note

Keywords

ASJC Scopus subject areas

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Cite this