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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Author/s
Ramos, Héctor M.; Sordo Díaz, Miguel ÁngelAuthority UCA
Date
2003-01-01
Department
Estadística e Investigación Operativa
Source
Statistics and Probability Letters 61 (2003), 123-131
Abstract
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 order
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Attribution-NonCommercial-NoDerivs 3.0 Unported
This work is under a Creative Commons License Attribution-NonCommercial-NoDerivs 3.0 Unported