LIR序关系的一些封闭性质(英文)
Some Closure Properties of the Location Independent Riskier 0rder
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摘要: 证明了Location Independent Riskier Order随机序关系关于简单随机样本的极小值与可微递增凹变换的封闭性质,并讨论了Dilation序关系的一些矩不等式.Abstract: The location independent riskier order is proved to be closed under the minima of independent and identical copies and the increasing concave transformation which is differentiable. Moment inequalities concerned with dilation order are derived as well.