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Non-Comparability with respect to the convex transform order with applications
Published online by Cambridge University Press: 23 November 2020
Abstract
In the literature of stochastic orders, one rarely finds results characterizing non-comparability of random variables. We prove simple tools implying the non-comparability with respect to the convex transform order. The criteria are used, among other applications, to provide a negative answer for a conjecture about comparability in a much broader scope than its initial statement.
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- Research Papers
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- © Applied Probability Trust 2020
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