• Citer

Variability orders and mean differences

par Bassan, Bruno;Denuit, Michel ;Scarsini, Marco
Référence Statistics & probability letters, 45, 2, page (121-130)
Publication Publié, 1999-11

Article révisé par les pairs

• Détails
• Contenu

Résumé :

Several well-known stochastic orderings are defined in terms of iterated integrals of distribution or survival functions. In this note we will provide necessary conditions for some variability orderings of the above type. These conditions will be based on the comparison of mean differences, which will be written by using the iterated integrals of survival and distribution functions. An interesting by-product of this idea is a curious formula for the variance. A bivariate version of the above results will be provided, as well. © 1999 Elsevier Science B.V.