Publication: Sufficient conditions for some transform orders based on the quantile density ratio
Authors
Arriaza, Antonio ; Belzunce Torregrosa, Félix ; Martínez Riquelme, Carolina
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Facultad de Matemáticas
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Publisher
Springer Nature
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DOI
https://doi.org/10.1007/s11009-019-09740-6
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info:eu-repo/semantics/article
Description
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.
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Citation
Arriaza, A., Belzunce, F. & Martínez-Riquelme, C. Sufficient Conditions for some Transform Orders Based on the Quantile Density Ratio. Methodol Comput Appl Probab 23, 29–52 (2021). https://doi.org/10.1007/s11009-019-09740-6
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