Remarks on Equality of Two Distributions under Some Partial Orders  

作　　者：Chuan-cun YIN 

机构地区：[1]School of Statistics, Qufu Normal University

出　　处：《Acta Mathematicae Applicatae Sinica》2018年第2期274-280,共7页应用数学学报（英文版）

基　　金：supported by the National Natural Science Foundation of China(11571198,11701319)

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

关 键 词：COMONOTONICITY convex order distortion risk measure expected utility stop-loss order super-modular order 

分 类 号：O211[理学—概率论与数理统计]