Continuous majorisation and randomness

1984/12/01 by Raymond J. Hickey · 4 citations
Mathematics · #Mathematical Inequalities and Applications #Statistical Distribution Estimation and Applications #Functional Equations Stability Results

paper · doi:10.2307/3213709

Abstract

Majorisation is used to compare continuous distributions in terms of randomness. General results on randomness in the continuous case are given and these are used to investigate the connection between randomness and parameter values in some well-known families of distributions including the normal and gamma.

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