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:
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