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Some Stochastic Properties In Sampling From The Normal Distribution

In: Distribution Models Theory

Author

Listed:
  • J. M. FERNÁNDEZ-PONCE

    (Departamento de Estadística e I.O., Universidad de Sevilla, Spain)

  • T. GÓMEZ-GÓMEZ

    (Departamento de Estadística e I.O., Universidad de Sevilla, Spain)

  • J. L. PINO-MEJÍAS

    (Departamento de Estadística e I.O., Universidad de Sevilla, Spain)

  • R. RODRÍGUEZ-GRIÑOLO

    (Departamento de Estadística e I.O., Universidad de Sevilla, Spain)

Abstract

Univariate stochastic and dispersive ordering have extensively been characterized by many authors over the last two decades. Stochastic orderings are also applied in Economic. In particular, it is interesting to compare situations where one utility function (or one distribution function) is obtained from the other by means of some operation that has an economic meaning. To this end, stochastic properties for distributions associated to normal distribution in sampling are studied in this paper. An application of the multivariate dispersion order in the problem of detection and characterization of influential observations in regression analysis is also shown. This problem can often be associated to compare two multivariate t-distributions.

Suggested Citation

  • J. M. Fernández-Ponce & T. Gómez-Gómez & J. L. Pino-Mejías & R. Rodríguez-Griñolo, 2006. "Some Stochastic Properties In Sampling From The Normal Distribution," World Scientific Book Chapters, in: Rafael Herrerías Pleguezuelo & José Callejón Céspedes & José Manuel Herrerías Velasco (ed.), Distribution Models Theory, chapter 6, pages 101-110, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789812772992_0006
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    Keywords

    Inference; Uncertainty; Copulas; Stochastic Dominance; Bayesian Techniques; Hierarchical Bayesian Model; Poisson-Gamma-Gamma Model; Experience Rating; Specific Fecundity Rates; Fecundity Curves; Topp and Leone Distributions; Waring Distribution; Factorial; Cluster; Discrimination Analyses; Survival Functions;
    All these keywords.

    JEL classification:

    • C5 - Mathematical and Quantitative Methods - - Econometric Modeling
    • C7 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory

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