A Note on the Cumulative Distribution Function of the Pearson Type IV Distribution for Financial Applications

2014 ◽  
Author(s):  
Stavros Stavroyiannis
Author(s):  
RONALD R. YAGER

We look at the issue of obtaining a variance like measure associated with probability distributions over ordinal sets. We call these dissonance measures. We specify some general properties desired in these dissonance measures. The centrality of the cumulative distribution function in formulating the concept of dissonance is pointed out. We introduce some specific examples of measures of dissonance.


2017 ◽  
Vol 20 (5) ◽  
pp. 939-951
Author(s):  
Amal Almarwani ◽  
Bashair Aljohani ◽  
Rasha Almutairi ◽  
Nada Albalawi ◽  
Alya O. Al Mutairi

Sign in / Sign up

Export Citation Format

Share Document