On the stochastic ordering of absolute univariate Gaussian random variables (Q1105937)
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scientific article; zbMATH DE number 4060522
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| English | On the stochastic ordering of absolute univariate Gaussian random variables |
scientific article; zbMATH DE number 4060522 |
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On the stochastic ordering of absolute univariate Gaussian random variables (English)
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1988
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This paper presents necessary and sufficient conditions for the stochastic ordering of absolute univariate Gaussian random variables. This result is based on the behavior of the particular Gaussian density at zero, which is equivalent to restrictions on the mean and variance.
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folded normal
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majorization
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noncentral chi-square
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necessary and sufficient conditions
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stochastic ordering of absolute univariate Gaussian random variables
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0.7974207401275635
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0.7974204421043396
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0.7934338450431824
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0.7920849919319153
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0.7827584147453308
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