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An easily verifiable dispersion order for discrete distributions

An easily verifiable dispersion order for discrete distributions

来源:Arxiv_logoArxiv
英文摘要

Dispersion is a fundamental concept in statistics, yet standard approaches to measuring it - especially via stochastic orders - face limitations in the discrete setting. In particular, the classical dispersive order, while well-established for continuous distributions, becomes overly restrictive when applied to discrete random variables due to support inclusion requirements. To address this, we propose a novel weak dispersive order tailored for discrete distributions. This order retains desirable properties while relaxing structural constraints, thereby broadening applicability. We further introduce a class of variability measures grounded in the notion of probability concentration, offering robust and interpretable alternatives that conform to classical axioms. Several empirical illustrations highlight the practical relevance of the proposed framework.

Andreas Eberl、Bernhard Klar、Alfonso Suárez-Llorens

数学

Andreas Eberl,Bernhard Klar,Alfonso Suárez-Llorens.An easily verifiable dispersion order for discrete distributions[EB/OL].(2025-06-30)[2025-07-16].https://arxiv.org/abs/2506.23677.点此复制

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