Stochastic majorization is a tool that has been used in many areas of probability and statistics (such as multivariate statistical analysis, queueing theory and reliability theory) in order to obtain useful bounds and inequalities. In this paper we study the relations among several notions of stochastic majorization and stochastic convexity and obtain sufficient (and sometimes necessary) conditions which imply some of these notions. Extensions and generalizations of several results in the literature are obtained. Some examples and applications regarding stochastic comparisons of order statistics are also presented in order to illustrate the results of the paper.