Some stochastic orders of Kotz-type distributions (Q1771477): Difference between revisions
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Property / full work available at URL: https://doi.org/10.1016/j.spl.2004.06.001 / rank | |||
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Latest revision as of 10:17, 10 June 2024
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English | Some stochastic orders of Kotz-type distributions |
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Some stochastic orders of Kotz-type distributions (English)
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21 April 2005
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The paper deals with the Kotz-type distributions which are an important class of elliptically symmetric distributions introduced by Kotz and which plays an important role in modern statistics (they generalize the multivariate normal distribution). The author extends \textit{A. Müller}'s result [Ann. Inst. Stat. Math. 53, 567--575 (2001; Zbl 0989.62031)]: a useful identity for multivariate normal distribution and a unified derivation of sufficient conditions for stochastic ordering to these distributions. Specially, some sufficient and necessary conditions for stochastic ordering results of Kotz-type distributions are given.
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stochastic order
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