Dispersion measures and dispersive orderings

Héctor M. Ramos and Miguel A. Sordo

Statistics & Probability Letters, 2003, vol. 61, issue 2, 123-131

Abstract: In this paper, the comparison of random variables according to the functionals of a general class of dispersion measures is characterized in terms of the dilation order. The Gini's mean difference is a particular member of this general class. In addition, a new and weaker order, called the second-order absolute Lorenz ordering, is introduced, and we judge random variables according to certain functionals of this class when the dilation order is not available.

Keywords: Dispersion; measures; Dilation; ordering; Second-order; absolute; Lorenz; ordering; Absolute; Lorenz; curve (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (6)

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