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.
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