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  • Peakedness and peakedness ordering 

    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 ...