Studying mixability with supermodular aggregating functions
Valeria Bignozzi and
Giovanni Puccetti
Statistics & Probability Letters, 2015, vol. 100, issue C, 48-55
Abstract:
We introduce the concepts of ϕ-complete mixability and ϕ-joint mixability and we investigate some necessary and sufficient conditions to the ϕ-mixability of a set of distribution functions for some supermodular functions ϕ. We give examples and numerical verifications which confirm our findings.
Keywords: ϕ-mixability; Joint mixability; Complete mixability; Convex order; Supermodular functions (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:100:y:2015:i:c:p:48-55
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DOI: 10.1016/j.spl.2015.01.032
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