Ordering probability distributions by tail behavior

DOI10.1016/0167-7152(89)90015-1MaRDI QIDQ1824312zbMATH OpenOpenAlexFDO

Authors Abdulhamid A. Alzaid, M. A. Al-Osh

Publication date 1989

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(89)90015-1

zbMATH Keywords

dispersive orderingorder statistictail behaviorconvex orderingtail exponentexponent function of a probability distributionfailure rate quantile functionordering probability distributionsParzen orderingtail classification

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Distribution theory (60E99)

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Cites work

• scientific article; zbMATH DE number 3591262 (Why is no real title available?)
• Classification of Probability Laws by Tail Behavior
• Nonparametric Statistical Data Modeling

Cited in

(10)

• On tail-ordering and comparison of failure rates
• Sufficient conditions for some transform orders based on the quantile density ratio
• A pure-tail ordering based on the ratio of the quantile functions
• A new variability order based on tail-heaviness
• Convex transform order of Beta distributions with some consequences
• scientific article; zbMATH DE number 816037 (Why is no real title available?)
• On Some Transforms of Distribution Functions and their Relationships
• Classification of Probability Laws by Tail Behavior
• On Vertical Density Representation and Ordering of Distributions
• Extreme quantiles and tail index of a distribution based on kernel estimator

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