IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v11y1991i4p365-372.html
   My bibliography  Save this article

New properties and characterizations of the dispersive ordering

Author

Listed:
  • Rojo, Javier
  • He, Guo Zhong

Abstract

New characterizations of the dispersive ordering are established. These include a characterization in terms of the stochastic ordering of the sample spacings, preservation of the ordering by monotone convex (concave) transformations, and preservation of the ordering by truncation at the same quantile. The question of when the sample spacings inherit the dispersive ordering is investigated and, for the important special case of F or G being the exponential distribution, it is shown that F and G are ordered in dispersion if and only if the sample spacings also have the same order.

Suggested Citation

  • Rojo, Javier & He, Guo Zhong, 1991. "New properties and characterizations of the dispersive ordering," Statistics & Probability Letters, Elsevier, vol. 11(4), pages 365-372, April.
    • Handle: RePEc:eee:stapro:v:11:y:1991:i:4:p:365-372
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0167-7152(91)90050-2
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. López-Díaz, Miguel, 2010. "Some remarks on Lp dispersion orderings," Statistics & Probability Letters, Elsevier, vol. 80(5-6), pages 413-420, March.
    2. Jongwoo Jeon & Subhash Kochar & Chul Park, 2006. "Dispersive ordering—Some applications and examples," Statistical Papers, Springer, vol. 47(2), pages 227-247, March.
    3. Longxiang Fang & N. Balakrishnan, 2016. "Likelihood ratio order of parallel systems with heterogeneous Weibull components," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(6), pages 693-703, August.
    4. Rolf Aaberge & Steinar Bjerve & Kjell Doksum, 2006. "Modeling inequality and spread in multiple regression," Papers math/0610852, arXiv.org.
    5. Carlos Carleos & Miguel López-Díaz, 2010. "A new family of dispersive orderings," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 71(2), pages 203-217, March.
    6. Sordo, Miguel A., 2009. "Comparing tail variabilities of risks by means of the excess wealth order," Insurance: Mathematics and Economics, Elsevier, vol. 45(3), pages 466-469, December.
    7. Fang, Longxiang & Zhang, Xinsheng, 2013. "Stochastic comparisons of series systems with heterogeneous Weibull components," Statistics & Probability Letters, Elsevier, vol. 83(7), pages 1649-1653.
    8. Sordo, Miguel A. & Suárez-Llorens, Alfonso, 2011. "Stochastic comparisons of distorted variability measures," Insurance: Mathematics and Economics, Elsevier, vol. 49(1), pages 11-17, July.
    9. Ayala, Guillermo & López-Díaz, Miguel, 2009. "The simplex dispersion ordering and its application to the evaluation of human corneal endothelia," Journal of Multivariate Analysis, Elsevier, vol. 100(7), pages 1447-1464, August.
    10. Lisa Parveen & Ruhul Ali Khan & Murari Mitra, 2024. "A two sample nonparametric test for variability via empirical likelihood methods," Statistical Papers, Springer, vol. 65(7), pages 4243-4265, September.
    11. Rolf Aaberge & Steinar Bjerve & Kjell Doksum, 2005. "Modeling Concentration and Dispersion in Multiple Regression," Discussion Papers 412, Statistics Norway, Research Department.
    12. Fernández-Ponce, J.M. & Rodríguez-Griñolo, R., 2006. "Preserving multivariate dispersion: An application to the Wishart distribution," Journal of Multivariate Analysis, Elsevier, vol. 97(5), pages 1208-1220, May.
    13. Giovagnoli, Alessandra & Wynn, H. P., 1995. "Multivariate dispersion orderings," Statistics & Probability Letters, Elsevier, vol. 22(4), pages 325-332, March.
    14. López-Díaz, Miguel, 2006. "An indexed multivariate dispersion ordering based on the Hausdorff distance," Journal of Multivariate Analysis, Elsevier, vol. 97(7), pages 1623-1637, August.
    15. Ebrahimi, Nader & Kirmani, S. N. U. A., 1996. "Some results on ordering of survival functions through uncertainty," Statistics & Probability Letters, Elsevier, vol. 29(2), pages 167-176, August.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:11:y:1991:i:4:p:365-372. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.