El Barmi, Hammou; Mukerjee, Hari
(Elsevier, 2012-05-10)
The peakedness of a random variable (RV) X about a point a is defined by . A RV X is said to be less peaked about a than a RV Y about b, denoted by X≤pkd(a,b)Y, if P(|X−a|≤x)≤P(|Y−b|≤x) for all x≥0, i.e., |X−a| is ...