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- W1969968993 abstract "Let S 1 and S 2 be two signals of a random variable X , where G 1 ( s 1 ∣ x ) and G 2 ( s 2 ∣ x ) are their conditional distributions given X = x . If, for all s 1 and s 2 , G 1 ( s 1 ∣ x ) - G 2 ( s 2 ∣ x ) changes sign at most once from negative to positive as x increases, then the conditional expectation of X given S 1 is greater than the conditional expectation of X given S 2 in the convex order, provided that both conditional expectations are increasing. The stochastic order of the sufficient condition is equivalent to the more stochastically increasing order when S 1 and S 2 have the same marginal distribution and, when S 1 and S 2 are sums of X and independent noises, it is equivalent to the dispersive order of the noises." @default.
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- W1969968993 date "2006-12-01" @default.
- W1969968993 modified "2023-09-25" @default.
- W1969968993 title "A relation between positive dependence of signal and the variability of conditional expectation given signal" @default.
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- W1969968993 doi "https://doi.org/10.1239/jap/1165505217" @default.
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