Stochastic Orderings of Multivariate Elliptical Distributions

Chuancun Yin

Let $\mathbf{X}$ and $\mathbf{X}$ be two $n$-dimensional elliptical random vectors, we establish an identity for $E[f(\mathbf{Y})]-E[f(\mathbf{X})]$, where $f:{\mathbb{R}}^n\to \mathbb{R}$ f…