ON SIMULATION OF STOCHASTICALLY ORDERED LIFE-LENGTH VARIABLES
2000 ◽
Vol 14
(1)
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pp. 1-7
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Keyword(s):
Let F and G be life-length distributions such that F [D over less-than or equals] G. We solve the following problem: How should (X,Y) be generated in order to maximize [hollow letter P](X = Y), under the conditions X [D over equals] F, Y [D over equals] G, and X ≤ Y? We also find a necessary and sufficient condition for the existence of such a maximal coupling with the property that X and Y are independent, conditioned that X < Y. It is pointed out that using familiar Poisson process thinning methods does not produce (X,Y) which maximizes [hollow letter P](X = Y).
1974 ◽
Vol 11
(01)
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pp. 72-85
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2017 ◽
Vol E100.A
(12)
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pp. 2764-2775
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