The p-folded cumulative distribution function and the mean absolute deviation from the p-quantile

DOI10.1016/J.SPL.2011.03.014zbMATH Open1219.62025OpenAlexW2029288718WikidataQ56040228 ScholiaQ56040228MaRDI QIDQ553036FDOQ553036

Authors Jing-Hao Xue, D. M. Titterington

Publication date 26 July 2011

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

Full work available at URL https://doi.org/10.1016/j.spl.2011.03.014

zbMATH Keywords

cumulative distribution function (CDF)folded CDFmean absolute deviation (MAD) from the median

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10)

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• A risk-averse newsvendor with law invariant coherent measures of risk
• Dual Stochastic Dominance and Related Mean-Risk Models
• Frontiers of Stochastically Nondominated Portfolios
• Risk-adjusted probability measures in portfolio optimization with coherent measures of risk

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(4)

• Euclidean plane geometry suffices to visualize the standard deviation
• Sharp inequalities for quantiles of system lifetime distributions from failure-dependent proportional hazard model
• A note on mean absolute deviation
• New Folded Models for the Log-Transformed Norwegian Fire Claim Data

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