RT journal article
T1 Stochastic comparisons of distorted variability measures
A1 Sordo Díaz, Miguel Ángel
A1 Suárez Llorens, Alfonso
A2 Estadística e Investigación Operativa
K1 excess wealth order
K1 dispersive order
K1 distorted distribution
K1 tail variance
K1 distortions
AB In this paper, we consider the dispersive order and the excess wealth order to compare the variability of distorted distributions. We know from Sordo (2009a) that the excess wealth order can be characterized in terms of a class of variability measures associated to the tail conditional distribution which includes, as a particular measure, the tail variance. Given that the tail conditional distribution is a particular distorted distribution, a natural question is whether this result can be extended to include other classes of variability measures associated to general distorted distributions. As we show in this paper, the answer is yes, by focussing on distorted distributions associated to concave distortion functions. For distorted distributions associated to more general distortions, the characterizations are stated in terms of the stronger dispersive order.
PB Elsevier
SN 0167-6687
YR 2011
FD 2011-01-01T00:00:00Z
LK http://hdl.handle.net/10498/14978
UL http://hdl.handle.net/10498/14978
LA eng
NO Ministerio de Ciencia e Innovación (proyecto MTM2009-08326) y Consejería de Eonomía, Innovación y Ciencia (proyecto P09-SEJ-4739)
DS Repositorio Institucional de la Universidad de Cádiz
RD 12-nov-2026