Some new stochastic orders based on quantile function

Recently, in the literature, the use of quantile functions in the place of distribution functions has provided new models, alternative methodology and easier algebraic manipulations. In this paper, we introduce new orders among the random variables in terms of their quantile functions like the rever...

Full description

Saved in:
Bibliographic Details
Published inCommunications in statistics. Theory and methods Vol. 48; no. 4; pp. 942 - 953
Main Authors Sadeghi, F., Yousefzadeh, F., Chahkandi, M.
Format Journal Article
LanguageEnglish
Published Philadelphia Taylor & Francis 16.02.2019
Taylor & Francis Ltd
Subjects
Distribution functions
Quantile function
Random variables
Regression analysis
Reversed hazard quantile function
Reversed mean residual quantile function
Reversed variance residual quantile function
Stochastic order
Online AccessGet full text

Cover

More Information
Summary:Recently, in the literature, the use of quantile functions in the place of distribution functions has provided new models, alternative methodology and easier algebraic manipulations. In this paper, we introduce new orders among the random variables in terms of their quantile functions like the reversed hazard quantile function, the reversed mean residual quantile function and the reversed variance residual quantile function orders. The relationships among the proposed orders and some existing orders are also discussed.
ISSN:0361-0926
1532-415X
DOI:10.1080/03610926.2017.1422757