Quantile-preserving spread (Q1102645)
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scientific article; zbMATH DE number 4050737
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantile-preserving spread |
scientific article; zbMATH DE number 4050737 |
Statements
Quantile-preserving spread (English)
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1987
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The author defines the following quantile preserving ordering: \(X\leq_{\alpha}Y\) if a) \(F_ X^{-1}(\alpha) = F_ Y^{-1}(\alpha)\) and b) \(F_ Y(t)\geq F_ X(t)\) for \(t\leq F_ X^{-1}(\alpha)\) and ``\(\leq\)'' else. Some equivalent formulations of this variability ordering are proved.
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quantile-preserving spread
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ordinal data
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stochastic ordering
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stochastic dominance
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invariant partial order
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quantile preserving ordering
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