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Stochastic ordering : ウィキペディア英語版
Stochastic ordering
In probability theory and statistics, a stochastic order quantifies the concept of one random variable being "bigger" than another. These are usually partial orders, so that one random variable A may be neither stochastically greater than, less than nor equal to another random variable B. Many different orders exist, which have different applications.
==Usual stochastic order==
A real random variable A is less than a random variable B in the "usual stochastic order" if
:\Pr(A>x) \le \Pr(B>x)\textx \in (-\infty,\infty),
where \Pr(\cdot) denotes the probability of an event.
This is sometimes denoted A \preceq B or A \le_ B. If additionally \Pr(A>x) < \Pr(B>x) for some x, then A is stochastically strictly less than B, sometimes denoted A \prec B. In decision theory, under this circumstance ''B'' is said to be first-order stochastically dominant over ''A''.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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