Quantile-preserving spread (Q1102645): Difference between revisions

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Latest revision as of 16:14, 18 June 2024

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Quantile-preserving spread
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    Quantile-preserving spread (English)
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    1987
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    The author defines the following quantile preserving ordering: \(X\leq_{\alpha}Y\) if a) \(F_ X^{-1}(\alpha) = F_ Y^{-1}(\alpha)\) and b) \(F_ Y(t)\geq F_ X(t)\) for \(t\leq F_ X^{-1}(\alpha)\) and ``\(\leq\)'' else. Some equivalent formulations of this variability ordering are proved.
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    quantile-preserving spread
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    ordinal data
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    stochastic ordering
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    stochastic dominance
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    invariant partial order
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    quantile preserving ordering
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