Journal article
Stochastic ordering of medians in exchangeable trivariate normal vectors
Abstract
In this paper, we establish the stochastic ordering of median from an exchangeable trivariate normal vector based on the strength of the correlation coefficient. Specifically, by considering two exchangeable trivariate normal vectors with different correlation coefficients, we show that the absolute value of the median in the vector with smaller correlation coefficient is stochastically smaller than the absolute value of the median in the …
Authors
Jamalizadeh A; Madadi M; Amiri M; Balakrishnan N
Journal
Applied Mathematics-A Journal of Chinese Universities, Vol. 31, No. 2, pp. 148–156
Publisher
Springer Nature
Publication Date
June 2016
DOI
10.1007/s11766-016-3344-9
ISSN
1005-1031