Dispersive distributions, and the connection between dispersivity and strong unimodality

Abstract

Two continuous distributions, G, H so related that any two quantiles of H are more widely separated than the corresponding quantiles of G may be said to be ‘ordered in dispersion'; Saunders and Moran have given examples. It is shown here that distributions F (called ‘dispersive' distributions) exist, e.g. the exponential, such that if G, H are ordered in dispersion then so also are the convolutions F ∗G, F ∗H. The class of dispersive distributions is determined, and shown to coincide with the class of strongly unimodal distributions.