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Peakedness and peakedness ordering in symmetric distributions
El Barmi, Hammou Mukerjee, Hari
El Barmi, Hammou
Mukerjee, Hari
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2009-04
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Article
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Peakedness,Symmetric distributions
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Elbarmi, H. and H. Mukerjee (2009). "Peakedness and peakedness ordering in symmetric distributions." J. Multivar. Anal. 100(4): 594-603.
Abstract
There are many ways to measure the dispersion of a random variable. One such method
uses the concept of peakedness. If the random variable X is symmetric about a point
, then Birnbaum [Z.W. Birnbaum, On random variables with comparable peakedness,
The Annals of Mathematical Statistics 19 (1948) 76 81] defined the function P .x/ D
P.jX j x/; x 0, as the peakedness of X. If two random variables, X and Y,
are symmetric about the points and , respectively, then X is said to be less peaked
than Y, denoted by X pkd. ; / Y, if P.jX j x/ P.jY j x/ for all x 0,
i.e., jX j is stochastically larger than jY j. For normal distributions this is equivalent
to variance ordering. Peakedness ordering can be generalized to the case where and
are arbitrary points. However, in this paper we study the comparison of dispersions in
two continuous random variables, symmetric about their respective medians, using the
peakedness concept where normality, and even moment assumptions are not necessary.
We provide estimators of the distribution functions under the restriction of symmetry
and peakedness ordering, show that they are consistent, derive the weak convergence
of the estimators, compare them with the empirical estimators, and provide formulas for
statistical inferences. An example is given to illustrate the theoretical results.
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Publisher
Elsevier Inc.
Journal
Journal of Multivariate Analysis
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0047-259X
1095-7243
1095-7243