کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1152082 958268 2013 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Stochastic order characterization of uniform integrability and tightness
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Stochastic order characterization of uniform integrability and tightness
چکیده انگلیسی

We show that a family of random variables is uniformly integrable if and only if it is stochastically bounded in the increasing convex order by an integrable random variable. This result is complemented by proving analogous statements for the strong stochastic order and for power-integrable dominating random variables. In particular, we show that, whenever a family of random variables is stochastically bounded by a pp-integrable random variable for some p>1p>1, there is no distinction between the strong order and the increasing convex order. These results also yield new characterizations of relative compactness in Wasserstein and Prohorov metrics.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 83, Issue 1, January 2013, Pages 382–389
نویسندگان
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