Stochastic orders and majorization of mean order statistics

DOI10.1239/jap/1158784940zbMath1127.62046OpenAlexW2054967439MaRDI QIDQ5754681

Jesús De La Cal, Javier Cárcamo

Publication date: 23 August 2007

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1158784940

zbMATH Keywords

stochastic orderingincreasing convex orderSchur-convex functionconvex ordercontinuous majorizationdiscrete majorization

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

Related Items (8)

Tests for Stochastic Orders and Mean Order Statistics ⋮ Efficient sequential assignment with incomplete information ⋮ On a family of risk measures based on largest claims ⋮ Increasing concave orderings of linear combinations of order statistics with applications to social welfare ⋮ Jensen-type geometric shapes ⋮ Comonotonic convex upper bound and majorization ⋮ Inverse Stochastic Dominance, Majorization, and Mean Order Statistics ⋮ Stochastic orderings of multivariate elliptical distributions

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