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Dispersive ordering—Some applications and examples

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  • Jongwoo Jeon
  • Subhash Kochar
  • Chul Park

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  • Jongwoo Jeon & Subhash Kochar & Chul Park, 2006. "Dispersive ordering—Some applications and examples," Statistical Papers, Springer, vol. 47(2), pages 227-247, March.
  • Handle: RePEc:spr:stpapr:v:47:y:2006:i:2:p:227-247
    DOI: 10.1007/s00362-005-0285-4
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    References listed on IDEAS

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    1. Bartoszewicz, Jaroslaw, 1986. "Dispersive ordering and the total time on test transformation," Statistics & Probability Letters, Elsevier, vol. 4(6), pages 285-288, October.
    2. Fernandez-Ponce, J. M. & Suarez-Llorens, A., 2003. "A multivariate dispersion ordering based on quantiles more widely separated," Journal of Multivariate Analysis, Elsevier, vol. 85(1), pages 40-53, April.
    3. Kochar, Subhash & Ma, Chunsheng, 1999. "Dispersive ordering of convolutions of exponential random variables," Statistics & Probability Letters, Elsevier, vol. 43(3), pages 321-324, July.
    4. Bartoszewicz, J., 1987. "A note on dispersive ordering defined by hazard functions," Statistics & Probability Letters, Elsevier, vol. 6(1), pages 13-16, September.
    5. Boland, Philip J. & El-Neweihi, Emad & Proschan, Frank, 1994. "Schur properties of convolutions of exponential and geometric random variables," Journal of Multivariate Analysis, Elsevier, vol. 48(1), pages 157-167, January.
    6. Kochar, Subhash & Rojo, Javier, 1996. "Some New Results on Stochastic Comparisons of Spacings from Heterogeneous Exponential Distributions," Journal of Multivariate Analysis, Elsevier, vol. 59(2), pages 272-281, November.
    7. Khaledi, Baha-Eldin & Kochar, Subhash, 2000. "On dispersive ordering between order statistics in one-sample and two-sample problems," Statistics & Probability Letters, Elsevier, vol. 46(3), pages 257-261, February.
    8. Pellerey, Franco & Shaked, Moshe, 1997. "Characterizations of the IFR and DFR aging notions by means of the dispersive order," Statistics & Probability Letters, Elsevier, vol. 33(4), pages 389-393, May.
    9. Takemi Yanagimoto & Masaaki Sibuya, 1976. "Isotonic tests for spread and tail," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 28(1), pages 329-342, December.
    10. Kochar, Subhash C., 1996. "Dispersive ordering of order statistics," Statistics & Probability Letters, Elsevier, vol. 27(3), pages 271-274, April.
    11. Kochar, Subhash C & Korwar, Ramesh, 1996. "Stochastic Orders for Spacings of Heterogeneous Exponential Random Variables," Journal of Multivariate Analysis, Elsevier, vol. 57(1), pages 69-83, April.
    12. 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.
    13. Proschan, F. & Sethuraman, J., 1976. "Stochastic comparisons of order statistics from heterogeneous populations, with applications in reliability," Journal of Multivariate Analysis, Elsevier, vol. 6(4), pages 608-616, December.
    14. J. Bartoszewicz, 1985. "Moment inequalities for order statistics from ordered families of distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 32(1), pages 383-389, December.
    15. Khaledi, Baha-Eldin & Kochar, Subhash, 1999. "Stochastic orderings between distributions and their sample spacings - II," Statistics & Probability Letters, Elsevier, vol. 44(2), pages 161-166, August.
    16. Korwar, Ramesh M., 2002. "On Stochastic Orders for Sums of Independent Random Variables," Journal of Multivariate Analysis, Elsevier, vol. 80(2), pages 344-357, February.
    17. Kochar, Subhash C., 1999. "On stochastic orderings between distributions and their sample spacings," Statistics & Probability Letters, Elsevier, vol. 42(4), pages 345-352, May.
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    Citations

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    Cited by:

    1. Denuit, Michel M. & Mesfioui, Mhamed, 2011. "The dispersive effect of cross-aging with archimedean copulas," Statistics & Probability Letters, Elsevier, vol. 81(9), pages 1407-1418, September.
    2. Alimohammadi, Mahdi & Esna-Ashari, Maryam & Cramer, Erhard, 2021. "On dispersive and star orderings of random variables and order statistics," Statistics & Probability Letters, Elsevier, vol. 170(C).
    3. Kochar, Subhash, 2006. "Lorenz ordering of order statistics," Statistics & Probability Letters, Elsevier, vol. 76(17), pages 1855-1860, November.
    4. Bowden, Roger J., 2017. "Distribution spread and location metrics using entropic separation," Statistics & Probability Letters, Elsevier, vol. 124(C), pages 148-153.
    5. Idir Arab & Paulo Eduardo Oliveira & Tilo Wiklund, 2021. "Convex transform order of Beta distributions with some consequences," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 75(3), pages 238-256, August.
    6. López-Díaz, Miguel, 2010. "Some remarks on Lp dispersion orderings," Statistics & Probability Letters, Elsevier, vol. 80(5-6), pages 413-420, March.
    7. Barmalzan, Ghobad & Payandeh Najafabadi, Amir T. & Balakrishnan, Narayanaswamy, 2016. "Likelihood ratio and dispersive orders for smallest order statistics and smallest claim amounts from heterogeneous Weibull sample," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 1-7.
    8. Van Delft, Christian & Kerbache, Laoucine & El Khoury, Hiba, 2011. "Optimal strategy for stochastic product rollover under risk using CVAR analysis," HEC Research Papers Series 958, HEC Paris.
    9. Xie, Hongmei & Hu, Taizhong, 2010. "Some new results on multivariate dispersive ordering of generalized order statistics," Journal of Multivariate Analysis, Elsevier, vol. 101(4), pages 964-970, April.

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