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A STOCHASTIC ORDERING FOR RANDOM VARIABLES WITH APPLICATIONS
Authors:Miguel  López-Díaz
Institution:Universidad de Oviedo
Abstract:A new univariate stochastic ordering is introduced. Some characterization results for such an ordering are stated. It is proved that the ordering is an integral stochastic ordering, obtaining a maximal generator. By means of this generator, the main properties of the ordering are deduced. A method for introducing univariate stochastic orderings, suggested by the new ordering, is analysed. Relationships with other stochastic orderings are also developed. To conclude, an example of an application of the new ordering to the field of medicine is proposed.
Keywords:integral stochastic ordering  maximal generator  theophylline bioavailability  univariate stochastic order
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