Second-order stochastic dominance for decomposable multiparametric families with applications to order statistics

被引：8

作者：

Lando, Tommaso ^{[1
,2
]}

Bertoli-Barsotti, Lucio ^{[1
]}

机构：

[1] Univ Bergamo, Bergamo, Italy

[2] VSB TU Ostrava, Ostrava, Czech Republic

来源：

STATISTICS & PROBABILITY LETTERS | 2020年 / 159卷

关键词：

Stochastic dominance; Order statistics; Generalized distributions; Beta family; GENERALIZED-FUNCTIONS; GENERATING FAMILIES; DISTRIBUTIONS;

D O I：

10.1016/j.spl.2019.108691

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We provide a simple method for deriving second-order stochastic dominance between multiparametric families which can be decomposed into a functional composition of two cumulative distributions and a quantile function. The method is applied to stochastic comparisons of order statistics. (C) 2019 Elsevier B.V. All rights reserved.

引用

页数：5

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