分位数保持展形

Quantile-preserving spread

Journal of Economic Theory · 1987
被引 54
人大 AABS 4

中文导读

提出分位数保持展形这一分布函数的偏序关系,适用于序数数据,给出五种等价刻画并比较其与不同变异性概念的关系。

Abstract

Quantile-preserving spread is a partial ordering of distribution functions which is appropriate for dealing with ordinal data. This partial ordering is a natural extension of stochastic ordering to cases where the dispersion of the random variables under study is of interest. This paper provides five equivalent characterizations of quantile-preserving spread, studies its consequences and compares it to different notions of increasing variability.

分位数保持展形随机序序数数据变异性度量