Pursuing our previous work in which the classical notion of increasing convex stochastic dominance relation with respect to a probability has been extended to the case of a normalised monotone (but not necessarily additive) set function also called a capacity, the present paper gives a...

A great number of articles have dealt with stochastic comparisons of ordered random variables in the last decades. In particular, distributional and stochastic properties of ordinary order statistics have been studied extensively in the literature. Sequential order statistics are proposed as an...

In an analogous way to the classical case of a probability measure, we extend the notion of an increasing convex (concave) stochastic dominance relation to the case of a normalised monotone (but not necessarily additive) set function also called a capacity. We give different characterizations of...