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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 2019 Issue 6, Pages 91–103 (Mi at15135)

This article is cited 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

DOI: 10.1134/S0005231019060059


 English version:
Automation and Remote Control, 2019, 80:6, 1058–1068

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© Steklov Math. Inst. of RAS, 2024