A QUANTILE-BASED PROBABILISTIC MEAN VALUE THEOREM
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Publication:5358078
DOI10.1017/S0269964815000376zbMath1373.60028arXiv1405.3913MaRDI QIDQ5358078
Barbara Martinucci, Julio Mulero, Antonio Di Crescenzo
Publication date: 19 September 2017
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1405.3913
Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Probability distributions: general theory (60E05) Reliability and life testing (62N05)
Related Items (5)
Quantile-based cumulative inaccuracy measures ⋮ How a probabilistic analogue of the mean value theorem yields stein-type covariance identities ⋮ Stochastic comparisons and dynamic information of random lifetimes in a replacement model ⋮ Proportional hazards model with quantile functions ⋮ Extension of the past lifetime and its connection to the cumulative entropy
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