Dispesion measures and dispersive orders

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URI: http://hdl.handle.net/10498/14985
DOI: 10.1016/S0167-7152(02)00341-3
URL: http://dx.doi.org/10.1016/S0167-7152(02)00341-3
ISSN: 0167-7152
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2003-01-01Department
Estadística e Investigación OperativaSource
Statistics and Probability Letters 61 (2003), 123-131Abstract
In this paper, the comparison of random variables according to the functionals of a general class of dispersion measures is characterized in terms of the dilation order. The Gini's mean difference is a particular member of this general class. In addition, a new and weaker order, called the second-order absolute Lorenz ordering, is introduced, and we judge random variables according to certain functionals of this class when the dilation order is not available.
Subjects
Dispersion measures; Dilation order; Absolute Lorenz orderCollections
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