Truncated means and variances

被引：34

作者：

Burdett, K

机构：

[1] Department of Economics, University of Essex

来源：

ECONOMICS LETTERS | 1996年 / 52卷 / 03期

关键词：

truncated means; truncated variances; log concavity;

D O I：

10.1016/S0165-1765(96)00874-9

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Necessary and sufficient conditions are established for z-E{x\x less than or equal to z} to be an increasing function of z. Furthermore, other necessary and sufficient conditions are provided for var{x\x less than or equal to z} to be an increasing function of z. Log-concavity of the density function and log-concavity of integrals of this function play a central role.

引用

页码：263 / 267

页数：5

共 9 条

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