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