Variability ordering of heavy-tailed distributions with applications to order statistics

✍ Scribed by Christian Kleiber

• Publisher: Elsevier Science
• Year: 2002
• Tongue: English
• Weight: 108 KB
• Volume: 58
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(02)00151-7

✦ Synopsis

Based on a necessary condition for variability ordering of distributions with regularly varying tails it is shown that, for such distributions, order statistics from the same sample are not comparable in the sense of several well-known variability orders. General restrictions in the two-sample case are also indicated.