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Multi-dimensional Stochastic Ordering and Associated Random Variables

出版	Maryland univ college park Department of electrical engineering, 1987
URL	http://books.google.com.hk/books?id=2UqMNQAACAAJ&hl=&source=gbs_api

註釋This paper presents several relationships between the notion of associated random variables and notions of stochastic ordering that have appeared in the literature over the years. More concretely, the discussion centers around the following question: Under which conditions does the association of the IR-valued RV's {X(sub 1), ..., X(sub n)} imply a possible ordering in some stochastic sense between the IR(exp n)-valued RV X := (X(sub 1), ..., X(sub n)) and its independent version X bar:= (X bar(sub 1), ..., X bar(sub n))? Some of the results in that direction are as follows: (i) These IR(exp n)-valued RV's are comparable in either one of the orderings