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This article is cited in 8 scientific papers (total in 8 papers)
Stochastic Systems
The nontransitivity problem for three continuous random variables
A. V. Lebedev Moscow State University, Moscow, Russia
Abstract:
The nontransitivity problem of the stochastic precedence relation for three independent random variables with distributions from a given class of continuous distributions is studied. Originally, this issue was formulated in one problem of strength theory. In recent time, nontransitivity has become a popular topic of research for the so-called nontransitive dice. Some criteria are first developed and then applied for proving that nontransitivity may not hold for many classical continuous distributions (uniform, exponential, Gaussian, logistic, Laplace, Cauchy, Simpson, one-parameter Weibull and others). The case of all distributions with a polynomial density on the unit interval is considered separately. Some promising directions of further investigations on the subject are outlined.
Keywords:
nontransitivity, nontransitive dice, stochastic precedence, continuous distributions.
Received: 05.10.2018 Revised: 18.01.2019 Accepted: 07.02.2019
Citation:
A. V. Lebedev, “The nontransitivity problem for three continuous random variables”, Avtomat. i Telemekh., 2019, no. 6, 91–103; Autom. Remote Control, 80:6 (2019), 1058–1068
Linking options:
https://www.mathnet.ru/eng/at15135 https://www.mathnet.ru/eng/at/y2019/i6/p91
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Abstract page: | 290 | Full-text PDF : | 46 | References: | 34 | First page: | 14 |
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