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期刊论文

Dispersion-type Variability Orders

胡太忠F

Probability in the Engineering and Informational Sciences, 2003, 17 (3), 305-334.,-0001,():

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摘要/描述

Dispersion-type orders are introduced and studied. The new orders can be used to compare the variability of the underlying random variables, among which are the usual dispersive order and the right spread order. Connections among the new orders and other common stochastic orders are examined and investigated. Some closure properties of the new orders under the operation of order statistics, transformations and mixtures are derived. Finally, several applications of the new orders are given

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