Preservation of stochastic order in R^2 under random rotations
DOI:
https://doi.org/10.12697/ACUTM.2004.08.18Keywords:
stochastic order, Wishart matrix, MANOVAAbstract
For a specified order relation in R2, it is shown that a shift parameter family of distributions remains stochastically ordered, if it is transformed by random orthogonal rotations. The result has applications in monotonicity problems of the roots of Wishart matrices.