Article ID Journal Published Year Pages File Type
7549247 Statistics & Probability Letters 2016 8 Pages PDF
Abstract
Let Δh,p(X) denote the Lp-metric between the survival function F¯ of a random variable X and its distortion h∘F¯. It is shown that if X is smaller than Y in the convex order, then Δh,p(X)≤Δh,p(Y) whenever p∈(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
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