Comparison of dispersions of mixtures of ordered distributions

DOI10.1080/02331888.2017.1290635MaRDI QIDQ4600784zbMATH OpenOpenAlexFDO

Authors Patryk Miziuła

Publication date 12 January 2018

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2017.1290635

zbMATH Keywords

mixturestochastic ordersharp boundsdispersion measure

Mathematics Subject Classification ID

Reliability and life testing (62N05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Inequalities; stochastic orderings (60E15)

Recommendations

• Sharp bounds on distribution functions and expectations of mixtures of ordered families of distributions
• Stochastic comparisons of multivariate mixtures
• Multivariate dispersion orderings
• Stochastic comparisons of multivariate mixture models
• Dispersivity and stochastic majorization

Cited in

(3)

• Sharp bounds on change in expected values and variances for single risk analysis in the flood catastrophe model
• Sharp bounds on distribution functions and expectations of mixtures of ordered families of distributions
• Variation of the expectation and quantiles of the mixture of ordered distributions under imprecise choice of prior

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