1987/08/01 by Haim Mendelson
Mathematics · Decision Sciences · #Statistical Distribution Estimation and Applications #Probability and Risk Models #Statistical Methods and Bayesian Inference
paper · doi:10.1016/0022-0531(87)90091-3
Quantile-preserving spread is a partial ordering of distribution functions which is appropriate for dealing with ordinal data. This partial ordering is a natural extension of stochastic ordering to cases where the dispersion of the random variables under study is of interest. This paper provides five equivalent characterizations of quantile-preserving spread, studies its consequences and compares it to different notions of increasing variability.