Ordering probability distributions by tail behavior

DOI10.1016/0167-7152(89)90015-1zbMath0682.62008OpenAlexW2086461811MaRDI QIDQ1824312

Abdulhamid A. Alzaid, M. A. Al-Osh

Publication date: 1989

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(89)90015-1

zbMATH Keywords

tail behaviororder statisticconvex orderingdispersive orderingtail exponentexponent function of a probability distributionfailure rate quantile functionordering probability distributionsParzen orderingtail classification

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Distribution theory (60E99)

Related Items (5)

Convex transform order of Beta distributions with some consequences ⋮ On Vertical Density Representation and Ordering of Distributions ⋮ Extreme quantiles and tail index of a distribution based on kernel estimator ⋮ Sufficient conditions for some transform orders based on the quantile density ratio ⋮ On Some Transforms of Distribution Functions and their Relationships

Cites Work

• Classification of Probability Laws by Tail Behavior
• Nonparametric Statistical Data Modeling
• Unnamed Item

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