Sharp Mean-Variance Inequalities for Quantiles of Distributions Determined by Convex and Star Orders

DOI10.1137/S0040585X97979664zbMATH Open1033.60018MaRDI QIDQ4442908FDOQ4442908

Authors: Tomasz Rychlik 

Publication date: 21 January 2004

Published in: Theory of Probability and Its Applications (Search for Journal in Brave)

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zbMATH Keywords

quantileprojectionconvex coneconvex orderstar ordermonotone density (in average)monotone failure rate (in average)

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15)

Cited In (6)

• Best upper quantile evaluations for NWU distributions
• Convex and star-shaped sets associated with multivariate stable distributions. I: Moments and densities
• Optimal mean-variance bounds on order statistics from families determined by star ordering
• On Estimating The Quantile Function For Distributions Constrained by Star-Shaped Ordering
• Sharp negative bounds on differences of small quantiles and means of distributions from nonparametric families
• Voting on multiple issues: what to put on the ballot?

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