Comparison of dispersions of mixtures of ordered distributions

DOI10.1080/02331888.2017.1290635zbMATH Open1395.60026OpenAlexW2589274699MaRDI QIDQ4600784FDOQ4600784

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

Recommendations

• Sharp bounds on distribution functions and expectations of mixtures of ordered families of distributions
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• Dispersivity and stochastic majorization

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)

Cited In (3)

• 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
• Sharp bounds on change in expected values and variances for single risk analysis in the flood catastrophe model

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