Abstract
Karlin and Rinott (1980) introduced and investigated concepts of multivariate total positivity (TP2) and multivariate monotone likelihood ratio (MLR) for probability measures on Rn These TP and MLR concepts are intimately related to supermodularity as discussed in Topkis (1968), (1978) and the FKG inequality of Fortuin, Kasteleyn and Ginibre (1971). This note points out connections between these concepts and uniform conditional stochastic order (ucso) as defined in Whitt (1980). ucso holds for two probability distributions if there is ordinary stochastic order for the corresponding conditional probability distributions obtained by conditioning on subsets from a specified class. The appropriate subsets to condition on for ucso appear to be the sublattices of Rn . Then MLR implies ucso, with the two orderings being equivalent when at least one of the probability measures is TP2.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
