Dispersion-type variability orders Article

Belzunce, F, Hu, T, Khaledi, BE. (2003). Dispersion-type variability orders . PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES, 17(3), 305-334. 10.1017/S0269964803173020

cited authors

  • Belzunce, F; Hu, T; Khaledi, BE

authors

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.

publication date

  • January 1, 2003

published in

Digital Object Identifier (DOI)

start page

  • 305

end page

  • 334

volume

  • 17

issue

  • 3