Uniform conditional variability ordering of probability distributions

1985 ◽  
Vol 22 (3) ◽  
pp. 619-633 ◽  
Author(s):  
Ward Whitt

Variability orderings indicate that one probability distribution is more spread out or dispersed than another. Here variability orderings are considered that are preserved under conditioning on a common subset. One density f on the real line is said to be less than or equal to another, g, in uniform conditional variability order (UCVO) if the ratio f(x)/g(x) is unimodal with the model yielding a supremum, but f and g are not stochastically ordered. Since the unimodality is preserved under scalar multiplication, the associated conditional densities are ordered either by UCVO or by ordinary stochastic order. If f and g have equal means, then UCVO implies the standard variability ordering determined by the expectation of all convex functions. The UCVO property often can be easily checked by seeing if f(x)/g(x) is log-concave. This is illustrated in a comparison of open and closed queueing network models.

1985 ◽  
Vol 22 (03) ◽  
pp. 619-633 ◽  
Author(s):  
Ward Whitt

Variability orderings indicate that one probability distribution is more spread out or dispersed than another. Here variability orderings are considered that are preserved under conditioning on a common subset. One density f on the real line is said to be less than or equal to another, g, in uniform conditional variability order (UCVO) if the ratio f(x)/g(x) is unimodal with the model yielding a supremum, but f and g are not stochastically ordered. Since the unimodality is preserved under scalar multiplication, the associated conditional densities are ordered either by UCVO or by ordinary stochastic order. If f and g have equal means, then UCVO implies the standard variability ordering determined by the expectation of all convex functions. The UCVO property often can be easily checked by seeing if f(x)/g(x) is log-concave. This is illustrated in a comparison of open and closed queueing network models.


2014 ◽  
Vol 82 ◽  
pp. 15-38 ◽  
Author(s):  
Giuliano Casale ◽  
Mirco Tribastone ◽  
Peter G. Harrison

2004 ◽  
Vol 12 (2) ◽  
pp. 300-311 ◽  
Author(s):  
M. Garetto ◽  
R. LoCigno ◽  
M. Meo ◽  
M. AjmoneMarsan

1984 ◽  
Vol 95 (2) ◽  
pp. 329-334
Author(s):  
P. E. Jupp

In an article on the philosophy of chance, Poincaré[7] showed that the distribution of the stopping position of a needle pivoted about its centre tends to the uniform distribution on the circle as the distribution of the initial push becomes spread out along the real line. This result was formalized by Feller [2] and strengthened by Mardia [6] as follows.


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