STOCHASTIC EQUIVALENCE OF CONVEX ORDERED DISTRIBUTIONS AND APPLICATIONS

DOI10.1017/S026996480014104XzbMath0955.60019MaRDI QIDQ4488660

Manish C. Bhattacharjee, Rabi N. Bhattacharya

Publication date: 21 February 2001

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

zbMATH Keywords

moment equalitystochastic convex order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (6)

Tests for Stochastic Orders and Mean Order Statistics ⋮ Further properties of fractional stochastic dominance ⋮ Characterization of stochastic orders by \(L\)-functionals ⋮ Comparing tail variabilities of risks by means of the excess wealth order ⋮ Characterizations of classes of risk measures by dispersive orders ⋮ On the theory of high convexity stochastic orders

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