Quantile-preserving spread
The author defines the following quantile preserving ordering: \(X\leq_{\alpha}Y\) if a) \(F_ X^{-1}(\alpha) = F_ Y^{-1}(\alpha)\) and b) \(F_ Y(t)\geq F_ X(t)\) for \(t\leq F_ X^{-1}(\alpha)\) and ``\(\leq\)'' else. Some equivalent formulations of this variability ordering are proved.
scientific article; zbMATH DE number 4050737