We introduce the concepts of -complete mixability and -joint mixability and we inves- tigate some necessary and sufficient conditions to the -mixability of a set of distribution functions for some supermodular functions . We give examples and numerical verifica- tions which confirm our findings.

Studying mixability with supermodular aggregating functions / V. Bignozzi, G. Puccetti. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - 100(2015 May), pp. 48-55. [10.1016/j.spl.2015.01.032]

Studying mixability with supermodular aggregating functions

G. Puccetti
Ultimo
2015

Abstract

We introduce the concepts of -complete mixability and -joint mixability and we inves- tigate some necessary and sufficient conditions to the -mixability of a set of distribution functions for some supermodular functions . We give examples and numerical verifica- tions which confirm our findings.
Phi-mixability; Joint mixability; Complete mixability; Convex order; Supermodular functions
Settore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e Finanziarie
mag-2015
Article (author)
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2434/316135
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