A pure-tail ordering based on the ratio of the quantile functions

DOI10.1214/aos/1176348541zbMath0745.62011OpenAlexW1976381149MaRDI QIDQ1192993

Javier Rojo Jiménez

Publication date: 27 September 1992

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

Full work available at URL: https://doi.org/10.1214/aos/1176348541

zbMATH Keywords

exponential tailsquantile functionstail-orderingsdensity-quantile functionsintuitive approachpolynomial tailsratio of quantile functions approachscale-invariant tailsswiftly varying tails

Mathematics Subject Classification ID

Theory of statistical experiments (62B15) Exact distribution theory in statistics (62E15) Characterization and structure theory of statistical distributions (62E10)

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Stochastic order relations and the total time on test transform ⋮ A new variability order based on tail-heaviness ⋮ Analysis of Order Statistics from Distributions with Regularly Varying Tails ⋮ A stop-loss risk index ⋮ Convex bound approximations for sums of random variables under multivariate log-generalized hyperbolic distribution and asymptotic equivalences ⋮ On tail behavior in Bayesian location inference ⋮ Asymptotic relationships between posterior probabilities and \(p\)-values using the hazard rate. ⋮ On the preservation of some pure-tail orderings by reliability operations ⋮ Some properties of the generalized TTT transform ⋮ Relationships between pure tail orderings of lifetime distributions and some concepts of residual life ⋮ On Estimating The Quantile Function For Distributions Constrained by Star-Shaped Ordering

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