Lorenz ordering of means and medians

DOI10.1016/0167-7152(86)90039-8zbMath0587.60017OpenAlexW2046063546MaRDI QIDQ1072214

Barry C. Arnold, José A. Villaseñor

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1016/0167-7152(86)90039-8

zbMATH Keywords

order statisticexchangeable random variablesLorenz partial order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30) Exchangeability for stochastic processes (60G09)

Related Items (12)

Some new conditions for the increasing convex comparison of risks ⋮ Lorenz ordering of power-function order statistics ⋮ A new \(\kappa\)-deformed parametric model for the size distribution of wealth ⋮ Variances of sample medians ⋮ Modeling and Comparing Dependencies in Multivariate Risk Portfolios ⋮ Convex orders for linear combinations of random variables ⋮ Stochastic analysis of duplicates in life insurance portfolios ⋮ Association and heterogeneity of insured lifetimes in the Lee–Carter framework ⋮ Stochastic comparisons for allocations of policy limits and deductibles with applications ⋮ On an inequality of Karlin and Rinott concerning weighted sums of i.i.d. random variables ⋮ Lorenz ordering of exponential order statistics ⋮ Variability ordering of heavy-tailed distributions with applications to order statistics

Cites Work

• The Existence of Probability Measures with Given Marginals
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