Miguel A. Sordo

Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data

In this paper, we establish some results for the increasing convex comparisons of generalized order statistics. First, we prove that if the minimum of two sets of generalized order statistics are ordered in the increasing convex order, then the remaining generalized order statistics are also ordered in the increasing convex order. This result is extended to the increasing directionally convex comparisons of random vectors of generalized order statistics. For establishing this general result, we first prove a new result in that two random vectors with a common conditionally increasing copula are ordered in the increasing directionally convex order if the marginals are ordered in the increasing convex order. This latter result is, of course, of interest in its own right.

A Sufficient Condition for Generalized Lorenz Order

Abstract In this paper, a sufficient condition for non-negative random variables to be ordered in the Generalized Lorenz sense is presented. This condition does not involve inverse distribution functions. Applications of this result to several income distribution models are given. Journal of Economic Literature Classification Numbers: D36, D69.

Dispersion measures and dispersive orderings

In this paper, the comparison of random variables according to the functionals of a general class of dispersion measures is characterized in terms of the dilation order. The Ginis mean difference is a particular member of this general class. In addition, a new and weaker order, called the second-order absolute Lorenz ordering, is introduced, and we judge random variables according to certain functionals of this class when the dilation order is not available.

Distorted Lorenz curves: models and comparisons

The economic literature contains many parametric models for the Lorenz curve. A number of these models can be obtained by distorting an original Lorenz curve

Stochastic comparisons of interfailure times under a relevation replacement policy

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Comparing Residual Lives and Inactivity Times by Transform Stochastic Orders

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A Global Dependence Stochastic Order Based on the Presence of Noise

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