Dispersion measures and dispersive orderings
In this paper, the comparison of random variables according to the functionals of a general class of dispersion measures is characterized in terms of the dilation order. The Gini's mean difference is a particular member of this general class. In addition, a new and weaker order, called the second-order absolute Lorenz ordering, is introduced, and we judge random variables according to certain functionals of this class when the dilation order is not available.
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Volume (Year): 61 (2003)
Issue (Month): 2 (January)
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References listed on IDEAS
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- W. Sendler, 1979. "On statistical inference in concentration measurement," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 26(1), pages 109-122, December.
- Mehran, Farhad, 1976. "Linear Measures of Income Inequality," Econometrica, Econometric Society, vol. 44(4), pages 805-809, July.
- Newbery, David, 1970. "A theorem on the measurement of inequality," Journal of Economic Theory, Elsevier, vol. 2(3), pages 264-266, September.
- Moyes, Patrick, 1987. "A new concept of Lorenz domination," Economics Letters, Elsevier, vol. 23(2), pages 203-207.
- Yitzhaki, Shlomo, 1982. "Stochastic Dominance, Mean Variance, and Gini's Mean Difference," American Economic Review, American Economic Association, vol. 72(1), pages 178-185, March.
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