Stochastic ordering of medians in exchangeable trivariate normal vectors |
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| Authors: | Ahad Jamalizadeh Mohsen Madadi Mehdi Amiri N Balakrishnan |
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| Institution: | 1.Department of Statistics, Faculty of Mathematics & Computer,Shahid Bahonar University of Kerman,Kerman,Iran;2.Department of Statistics, Faculty of Science,Hormozgan University,Bandar Abbas,Iran;3.Department of Mathematics and Statistics,McMaster University,Hamilton,Canada |
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| Abstract: | In this paper, we establish the stochastic ordering of median from an exchangeable trivariate normal vector based on the strength of the correlation coefficient. Specifically, by considering two exchangeable trivariate normal vectors with different correlation coefficients, we show that the absolute value of the median in the vector with smaller correlation coefficient is stochastically smaller than the absolute value of the median in the vector with larger correlation coefficient. We prove this result by utilizing skew-normal distributions. |
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