Archivio Istituzionale della RicercaGiven a multivariate random vector, Efron's marginal monotonicity (EMM) refers to the stochastic monotonicity of the variables given the value of their sum. Recently, based on the notion of total positivity of the joint density of the vector, Pellerey and Navarro (2021) obtained su cient conditions for EMM when the monotonicity is in terms of the likelihood ratio order. We provide in this paper new su cient conditions based on properties of the marginals and the copula. Moreover, parametric examples are provided for some of the results included in Pellerey and Navarro (2021) and in the present paper.
Note on Efron’s Monotonicity Property Under Given Copula Structures / Ortega-Jiménez, Patricia; Pellerey, Franco; Sordo, Miguel A.; Suárez-Llorens, Alfonso. - STAMPA. - 1433:(2023), pp. 303-310. (Intervento presentato al convegno 10th International Conference on Soft Methods in Probability and Statistics, SMPS 2022 tenutosi a Valladolid (Spain) nel 14-16 September 2022) [10.1007/978-3-031-15509-3_40].
Note on Efron’s Monotonicity Property Under Given Copula Structures
Pellerey, Franco;
2023
Abstract
Given a multivariate random vector, Efron's marginal monotonicity (EMM) refers to the stochastic monotonicity of the variables given the value of their sum. Recently, based on the notion of total positivity of the joint density of the vector, Pellerey and Navarro (2021) obtained su cient conditions for EMM when the monotonicity is in terms of the likelihood ratio order. We provide in this paper new su cient conditions based on properties of the marginals and the copula. Moreover, parametric examples are provided for some of the results included in Pellerey and Navarro (2021) and in the present paper.
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https://hdl.handle.net/11583/2970834