Truncated means and variances

被引:34
作者
Burdett, K
机构
[1] Department of Economics, University of Essex
关键词
truncated means; truncated variances; log concavity;
D O I
10.1016/S0165-1765(96)00874-9
中图分类号
F [经济];
学科分类号
02 ;
摘要
Necessary and sufficient conditions are established for z-E{x\x less than or equal to z} to be an increasing function of z. Furthermore, other necessary and sufficient conditions are provided for var{x\x less than or equal to z} to be an increasing function of z. Log-concavity of the density function and log-concavity of integrals of this function play a central role.
引用
收藏
页码:263 / 267
页数:5
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