A sufficient condition for Lorenz ordering

Wilfling Bernd


Zusammenfassung
This paper presents a sufficient condition for the Lorenz order of two random variables which is often easy to verify in practice. As an application, the parameter space of the generalized gamma distribution which includes the simple gamma and the Weibull distribution as special cases can be characterized completely in terms of Lorenz ordering.

Schlüsselwörter
Lorenz curves; Lorenz order; star shaped order; convex order; density crossing; generalized gamma distribution



Publikationstyp
Forschungsartikel (Zeitschrift)

Begutachtet
Ja

Publikationsstatus
Veröffentlicht

Jahr
1996

Fachzeitschrift
Sankhya: The Indian Journal of Statistics

Band
B58

Erste Seite
62

Letzte Seite
69

Sprache
Englisch

ISSN
0972-7671