2000 character limit reached
Remarks on equality of two distributions under some partial orders (1505.04485v1)
Published 18 May 2015 in q-fin.RM and math.PR
Abstract: In this note we establish some appropriate conditions for stochastic equality of two random variables/vectors which are ordered with respect to convex ordering or with respect to supermodular ordering. Multivariate extensions of this result are also considered.