TY - JOUR
T1 - Stochastic arrangement increasing property of skew-normal distributions
AU - Lu, Jiajie
AU - Li, Xiaohu
N1 - Publisher Copyright:
© 2025 Elsevier Inc.
PY - 2026/3
Y1 - 2026/3
N2 - In this study, we investigate both sufficient and necessary conditions for bivariate skew-normal distributions to be stochastic arrangement increasing. The main results serve as either natural extension of or nice supplement to the characterization result of this property for bivariate normal distributions due to Cai and Wei (2015). Also, we generalize these results to multivariate skew-normal distributions. Numerical examples based on the theory and a real data are presented to illustrate the main results as well.
AB - In this study, we investigate both sufficient and necessary conditions for bivariate skew-normal distributions to be stochastic arrangement increasing. The main results serve as either natural extension of or nice supplement to the characterization result of this property for bivariate normal distributions due to Cai and Wei (2015). Also, we generalize these results to multivariate skew-normal distributions. Numerical examples based on the theory and a real data are presented to illustrate the main results as well.
KW - Bivariate distribution
KW - Joint likelihood ratio ordering
KW - Lagrangian multiplier
KW - Sherman–Morrison formula
KW - Usual stochastic ordering
UR - https://www.scopus.com/pages/publications/105022248203
UR - https://www.scopus.com/pages/publications/105022248203#tab=citedBy
U2 - 10.1016/j.jmva.2025.105544
DO - 10.1016/j.jmva.2025.105544
M3 - Article
AN - SCOPUS:105022248203
SN - 0047-259X
VL - 212
JO - Journal of Multivariate Analysis
JF - Journal of Multivariate Analysis
M1 - 105544
ER -