On the stochastic ordering of absolute univariate Gaussian random variables

DOI10.1214/aos/1176350964zbMath0649.62023OpenAlexW2030644468MaRDI QIDQ1105937

Paul S. Horn

Publication date: 1988

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350964

zbMATH Keywords

necessary and sufficient conditionsmajorizationfolded normalnoncentral chi-squarestochastic ordering of absolute univariate Gaussian random variables

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Statistical distribution theory (62E99)

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