Accession Number:

ADA101636

Title:

Some Applications of a Result Concerning Variability Orderings.

Descriptive Note:

Research rept.,

Corporate Author:

CALIFORNIA UNIV BERKELEY OPERATIONS RESEARCH CENTER

Personal Author(s):

Report Date:

1981-06-01

Pagination or Media Count:

15.0

Abstract:

We say that the random variable X is more variable than Y if EfX greater than or equal to EfY for all increasing convex functions f. We prove a preservation, under random sized sums, property of this ordering and then apply it to branching processes and shock models.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE