MULTIVARIATE DISPERSION ORDERINGS

被引：40

作者：

GIOVAGNOLI, A

WYNN, HP

机构：

[1] UNIV UDINE,DIPARTIMENTO MATEMAT & INFORMAT,I-33100 UDINE,ITALY

[2] CITY UNIV LONDON,SCH MATH,LONDON EC1V 0HB,ENGLAND

来源：

STATISTICS & PROBABILITY LETTERS | 1995年 / 22卷 / 04期

基金：

美国国家科学基金会;

关键词：

DISPERSION; MAJORIZATION; MULTIVARIATE NORMAL DISTRIBUTION; OFFLINE QUALITY CONTROL; STOCHASTIC ORDERINGS; VARIABILITY;

D O I：

10.1016/0167-7152(94)00084-L

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A multivariate dispersion ordering is introduced in a weak and strong version. These arise naturally out of the consideration of two-sided versions of a well-known univariate dispersion ordering referred to as 'disp'. Various characterisations of the new orderings are given and some detailed results for the normal distribution. A final section points to applications.

引用

页码：325 / 332

页数：8

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