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  • Some stochastic orderings o...
    Li, Xueyan; Yin, Chuancun

    AIMS mathematics, 01/2023, Volume: 8, Issue: 10
    Journal Article

    In this paper, we investigate some multivariate integral stochastic orderings of skew-normal random vectors. We derive the results of the sufficient and/or necessary conditions by applying an identity for $ Ef({\mathbf Y})-Ef({\mathbf X}) $, where $ {\mathbf X} $ and $ {\mathbf Y} $ are multivariate skew-normal random vectors, $ f $ satisfies some weak regularity condition. The integral orders considered here are the componentwise convex, copositive, completely-positive orderings and their corresponding increasing ones as well as linear forms of stochastic orderings, which play a vital role in transforming the unmanageable multivariate components into an easy-to-handle univariate variable.