Browsing Mathematics, Statistics, and Physics by Subject "Stochastic ordering"
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Peakedness and peakedness ordering
(Elsevier, 20120510)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 ...