In the sense of Baire categories, we prove that the elements of a typical pair of univariate distribution functions (defined on a bounded subset of R) cannot be compared in the sense of the usual stochastic order, the increasing convex order and the mean residual lifetime order. A similar result is also proved in the class of copulas, i.e. multivariate distribution functions with standard uniform marginals, equipped with the orthant order.

Baire category results for stochastic orders

Fabrizio Durante
;
Claudio Ignazzi
2022-01-01

Abstract

In the sense of Baire categories, we prove that the elements of a typical pair of univariate distribution functions (defined on a bounded subset of R) cannot be compared in the sense of the usual stochastic order, the increasing convex order and the mean residual lifetime order. A similar result is also proved in the class of copulas, i.e. multivariate distribution functions with standard uniform marginals, equipped with the orthant order.
File in questo prodotto:
File Dimensione Formato  
s13398-022-01324-3.pdf

accesso aperto

Licenza: Creative commons
Dimensione 283.35 kB
Formato Adobe PDF
283.35 kB Adobe PDF Visualizza/Apri

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11587/476802
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 1
  • ???jsp.display-item.citation.isi??? 1
social impact