Comparisons of relative spacings of order statistics in terms of the expected proportional shortfall order

  1. A. Castaño-Martínez 1
  2. G. Pigueiras 1
  3. M.A. Sordo 1
  1. 1 Department of Statistic and Operation Research, University of Cadiz, Spain.
Actas:
14th International Conference on Ordered Statistical Data 2022. OSD 2022

Editorial: Università di Napoli Federico II. Politecnico di Torino. Italia

Año de publicación: 2022

Tipo: Aportación congreso

Resumen

Relative spacings are relative di erences between order statistics. Given two probability models, it is often of interest to study which one has larger relative spacings under different probabilistic criteria. In this work we obtain sucient conditions in terms of the expected proportional shortfall order for the comparison of relative spacings. As an application, we compare income distributions in terms of relative deprivation and we characterize this condition within several parametric families.