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.
Descriptors:
Subject Categories:
- Statistics and Probability