Baire category results for stochastic orders

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 {mathbb {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.