𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Variability orders and mean differences

✍ Scribed by Bruno Bassan; Michel Denuit; Marco Scarsini

Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
115 KB
Volume
45
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.

✦ Synopsis

Several well-known stochastic orderings are deΓΏned in terms of iterated integrals of distribution or survival functions. In this note we will provide necessary conditions for some variability orderings of the above type. These conditions will be based on the comparison of mean di erences, which will be written by using the iterated integrals of survival and distribution functions. An interesting by-product of this idea is a curious formula for the variance. A bivariate version of the above results will be provided, as well.

πŸ“œ SIMILAR VOLUMES

Discrete Variable Transformations on Sym
Discrete Variable Transformations on Symplectic Systems and Even Order Difference Operators
✍ Tammy Voepel πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 212 KB

Change of independent variable t = 1/x motivates variable step size discretizations of even order differential operators. We develop variable change methods for discrete symplectic (i.e., J-orthogonal) systems. This enables us to perform simultaneous change of independent and dependent variables on

Means and Divided Differences
Means and Divided Differences
✍ A. Horwitz πŸ“‚ Article πŸ“… 1995 πŸ› Elsevier Science 🌐 English βš– 405 KB
Oscillation of Second Order Nonlinear Di
Oscillation of Second Order Nonlinear Difference Equation with Continuous Variable
✍ Zhenguo Zhang; Ping Bi; Jianfeng Chen πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 78 KB

In this paper, we are mainly concerned with the second order nonlinear difference equation with continuous variable. Here, by using the iterated integral transformations, generalized Riccati transformations, and integrating factors, we give some oscillatory criteria for this equation.