Some stochastic orders of Kotz-type distributions
An identity found by Müller (Ann. Inst. Statist. Math. 53 (2001) 567) for normal distributions is generalized to Kotz-type distributions. Some stochastic orders of Kotz-type distributions are discussed by means of this identity.
Volume (Year): 69 (2004)
Issue (Month): 4 (October)
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- Alfred Müller, 2001. "Stochastic Ordering of Multivariate Normal Distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(3), pages 567-575, September.
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