Documentation

Verification.SchurOrthantEquivalence

← Mathematical handbook

Equivalence of Schur and orthant order for monotone conditional distributions #

Ordered CDF prefixes imply every convex test inequality for finite row averages. Only the smaller copula needs to be conditionally increasing.

CDF order above a conditionally increasing copula implies Schur order; the larger copula need not be conditionally increasing.

Lemma 2.6(ii), including singular conditionally increasing copulas.

Lemma 2.8(ii): for conditionally decreasing copulas the CDF direction reverses.