Article ID: | iaor19942514 |
Country: | Belgium |
Volume: | 35 |
Start Page Number: | 125 |
End Page Number: | 134 |
Publication Date: | Dec 1993 |
Journal: | Cahiers du Centre d'tudes de Recherche Oprationnelle |
Authors: | Sproule R.A. |
Despite the widespread use of numerical examples of mean-preserving increases in variance, and mean-variance-preserving increases in skewness for the general Bernoulli distribution, no formal definition of either type of transformation has been reported to date. By presenting such formal definitions, this note extends the literature on the general Bernoulli distribution.