Preservation of stochastic order in R^2 under random rotations

Authors

  • Richard Pincus University Potsdam

DOI:

https://doi.org/10.12697/ACUTM.2004.08.18

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

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Published

2004-12-31

Issue

Section

Articles