Dispersion measures and dispersive orderings
نویسندگان
چکیده
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 Ginis mean di¤erence 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. Héctor M. Ramos, Miguel A. Sordo Departamento de Estadística e Investigación Operativa, Facultad de Ciencias Económicas y Empresariales, Universidad de Cádiz, Duque de Nájera, 8, 11002 Cádiz, Spain E-mail addresses : [email protected] (H. M. Ramos), [email protected] (M. A. Sordo) Pre-print, nal version published in Statistics & Probability Letters 61 (2003), 123-131
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