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Generalization of the pairwise stochastic precedence order to the sequence of random variables
ISSN
02699648
Date Issued
2021-07-01
Author(s)
Finkelstein, Maxim
Hazra, Nil Kamal
DOI
10.1017/S0269964820000145
Abstract
We discuss a new stochastic ordering for the sequence of independent random variables. It generalizes the stochastic precedence (SP) order that is defined for two random variables to the case n > 2. All conventional stochastic orders are transitive, whereas the SP order is not. Therefore, a new approach to compare the sequence of random variables had to be developed that resulted in the notion of the sequential precedence order. A sufficient condition for this order is derived and some examples are considered.