Stochastic Ordering

Abstract

The notion of stochastic ordering for random variables is a familiar and useful concept. A basic reference is Lehmann (1955). More recent work, with many results in stochastic ordering and further references, is in Stoyan (1977, 1983). However, the most comprehensive discussion of stochastic and related orders is given by Shaked and Shanthikumar (2007), to which frequent reference is made in this chapter. Other useful references are Szekli (1995) and Müller and Stoyan (2002).