Conditional variability ordering of distributions (Q806225): Difference between revisions

Some sufficient conditions for the conditional variability and the conditional dispersion ordering are established. In particular it is shown that the unimodality of the quotient of two distribution functions implies the conditional variability ordering on left open intervals. This condition on the distribution function is weaker than unimodality of the quotients of density functions, which implies as is well-known the uniform conditional variability ordering. The main idea of this approach is to find sufficient conditions for an ordering which are stable under conditioning.