Conditional variability ordering of distributions

Conditional variability ordering of distributions

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Article ID: iaor1992379
Country: Switzerland
Volume: 32
Start Page Number: 127
End Page Number: 140
Publication Date: Sep 1991
Journal: Annals of Operations Research
Authors: ,
Abstract:

The main idea of conditional ordering is to sharpen the ordering results in such a way that even conditionally on some kind of additional information on the underlying ‘experiment’ the ordering is valid. In this paper, some sufficient conditons for conditional variability and conditional dispersion orderings are established. The main idea is to find sufficient assumptions which are stable by conditioning.

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