We introduce the concepts of ϕ-complete mixability and ϕ-joint mixability and we investigate some necessary and sufficient conditions to the ϕ-mixability of a set of distribution functions for some supermodular functions ϕ. We give examples and numerical verifications which confirm our findings.

Bignozzi, V., Puccetti, G. (2015). Studying mixability with supermodular aggregating functions. STATISTICS & PROBABILITY LETTERS, 100, 48-55 [10.1016/j.spl.2015.01.032].

Studying mixability with supermodular aggregating functions

BIGNOZZI, VALERIA
;
2015

Abstract

We introduce the concepts of ϕ-complete mixability and ϕ-joint mixability and we investigate some necessary and sufficient conditions to the ϕ-mixability of a set of distribution functions for some supermodular functions ϕ. We give examples and numerical verifications which confirm our findings.
Articolo in rivista - Articolo scientifico
Complete mixability; Convex order; Joint mixability; Supermodular functions; ϕ-mixability; Statistics, Probability and Uncertainty; Statistics and Probability
English
48
55
8
Bignozzi, V., Puccetti, G. (2015). Studying mixability with supermodular aggregating functions. STATISTICS & PROBABILITY LETTERS, 100, 48-55 [10.1016/j.spl.2015.01.032].
Bignozzi, V; Puccetti, G
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/143466
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