服从Cauchy分布的随机变量的随机比较

Stochastic Comparisons of Random Variables from Cauchy Distribution

给出了两个相互独立的服从Cauchy分布,但分布所含参数不同的随机变量的随机比较,其中包括一般随机序,危险率序和似然比序,也给出了两组相互独立服从Cauchy分布但分布所含参数不同的随机变量的极值在一般随机序下的大小关系.

Two independent random variables from Cauchy distribution whose parameters are different are compared in the usual stochastic order, likelihood ratio order and hazard ratio order. We also give the relationship of the order statistics in the usual stochastic order sense that come from two groups of independent random variables from Cauchy distribution whose parameters are different.