Sufficient Conditions for some Transform Orders Based on the Quantile Density Ratio

Antonio Arriaza (), Félix Belzunce () and Carolina Martínez-Riquelme ()
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Antonio Arriaza: Universidad de Cádiz, Facultad de Ciencias
Félix Belzunce: Departamento Estadística e Investigación Operativa, Universidad de Murcia, Facultad de Matemáticas
Carolina Martínez-Riquelme: Departamento Estadística e Investigación Operativa, Universidad de Murcia, Facultad de Matemáticas

Methodology and Computing in Applied Probability, 2021, vol. 23, issue 1, 29-52

Abstract: Abstract In this paper we focus on providing sufficient conditions for some transform orders for which the quantile densities ratio is non-monotone and, therefore, the convex transform order does not hold. These results are interesting for comparing random variables with a non-explicit expression of their quantile functions or they are computationally complex. In addition, the main results are applied to compare two Tukey generalized distributed random variables and to establish new relationships among non-monotone and positive aging notions.

Keywords: Transform orders; Quantile density function; Unimodality; 60E15 (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s11009-019-09740-6

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