Comparación estocástica de distancias entre variables aleatorias
P. Ortega Jiménez, M. Á. Sordo, A. Suárez Llorens
Dado un vector aleatorio bivariante (X,Y), no necesariamente con X e Y igualmente distribuidas, se presentan condiciones suficientes para comparar diversas distancias, tales como el exceso (X-Y)+= max(X,Y)-Y o la diferencia absoluta |X-Y|=max(X,Y)-min(X,Y), en términos de varios órdenes estocásticos.
Además, se muestra que la esperanza del valor absoluto de la diferencia entre dos copias de una variable aleatoria, no necesariamente independientes, es una medida de variabilidad en el sentido de Bickel y Lehmann (1979). Si la dependencia entre las copias es negativa, se muestra que la medida es subaditiva. Para ilustrar los resultados, se presenta una aplicación en ciencias actuariales.
Keywords: Ordenes estocásticos, distancia, medida de variabilidad
Scheduled
GT12 Stochastic Orders and their Applications I
June 8, 2022 12:40 PM
A22
Other papers in the same session
A. Castaño-Martínez, G. Pigueiras Voces, M. Á. Sordo
F. Belzunce Torregrosa, C. Martínez Riquelme
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6/8/22
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Tomorrow, Thursday, we will visit the Alhambra. 1. At 7:00 p.m., buses will start leaving from the door of the Hotel Granada Center (in front of the door of the Faculty of Sciences) 2. Upon arrival, groups with guides will be organized. 3. There will be groups in English language. These groups will wait at the destination until the arrival of all buses. 4. After the visit to the Alhambra we will walk to the Carmen de los Mártires to have a cocktail. 5. On the way back, we can go back by bus, which will leave from the same place where they left us at the Alhambra. 6. Although the way to the Alhambra by bus seems long, it really is close to the city. We invite you, whoever wishes, to go down for a pleasant walk. 7. Do not forget to take your Alhambra ticket and your identity card or passport. The document must be the same whose number matches the ticket number you have.
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5/31/22
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5/27/22
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5/23/22
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5/16/22
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