Author:
Belzunce Félix,Hu Taizhong,Khaledi Baha-Eldin
Abstract
Dispersion-type orders are introduced and studied. The new
orders can be used to compare the variability of the underlying
random variables, among which are the usual dispersive order
and the right spread order. Connections among the new orders
and other common stochastic orders are examined and investigated.
Some closure properties of the new orders under the operation
of order statistics, transformations, and mixtures are derived.
Finally, several applications of the new orders are given.
Publisher
Cambridge University Press (CUP)
Subject
Industrial and Manufacturing Engineering,Management Science and Operations Research,Statistics, Probability and Uncertainty,Statistics and Probability
Cited by
23 articles.
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