DISPERSIVE ORDERING FOR THE MULTIVARIATE NORMAL DISTRIBUTION

DOI10.1017/S0269964815000327zbMath1380.62066MaRDI QIDQ5358072

Xuan Leng, Taizhong Hu, Jinsen Zhuang

Publication date: 19 September 2017

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

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30)

Cites Work

• Stochastic orders
• Dispersive ordering-some applications and examples
• Partial stochastic dominance for the multivariate Gaussian distribution
• The multivariate normal distribution
• Descriptive statistics for non-parametric models. III: Dispersion
• On dispersive ordering between order statistics in one-sample and two-sample problems
• Dispersive distributions, and the connection between dispersivity and strong unimodality
• Some Inequalities on Mill's Ratio and Related Functions
• Dispersive ordering of distributions

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