Preservation of stochastic order in R^2 under random rotations

  • Richard Pincus University Potsdam
Keywords: stochastic order, Wishart matrix, MANOVA

Abstract

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.

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Author Biography

Richard Pincus, University Potsdam

Institute of Mathematics

Published
2004-12-31
Section
Articles