Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7549247 | Statistics & Probability Letters | 2016 | 8 Pages |
Abstract
Let Îh,p(X) denote the Lp-metric between the survival function F¯ of a random variable X and its distortion hâF¯. It is shown that if X is smaller than Y in the convex order, then Îh,p(X)â¤Îh,p(Y) whenever pâ(0,1] and the distortion function h is convex or concave. The corresponding results for some other stochastic orders are also presented.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jianping Yang, Taizhong Hu,