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Discussion Papers in Statistics and Econometrics, Seminar für Wirtschafts- und Sozialstatistik, Universität Köln >
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http://hdl.handle.net/10419/45803
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| Title: | | Checking for orthant orderings between discrete multivariate distributions: An algorithm  |
| Authors: | | Dyckerhoff, Rainer Holz, Hartmut Mosler, Karl |
| Issue Date: | | 1998 |
| Series/Report no.: | | Discussion papers in statistics and econometrics 1/98 |
| Abstract: | | We consider four orthant stochastic orderings between random vectors X and Y that have finitely discrete probability distributions in IRk. For each of the orderings conditions have been developed that are necessary and sufficient for dominance of Y over X. We present an algorithm that checks these conditions in an efficient way by operating on a semilattice generated by the support of the two distributions. In particular, the algorithm can be used to compute multivariate Smirnov statistics. |
| Subjects: | | Multivariate stochastic orders decision under risk comparison of empirical distribution functions |
| Document Type: | | Working Paper |
| Appears in Collections: | | Discussion Papers in Statistics and Econometrics, Seminar für Wirtschafts- und Sozialstatistik, Universität Köln
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