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.
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页数：5
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