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Conditional variability ordering of distributions

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The main idea of conditional ordering is to sharpen the ordering results in such a way that even conditionally on some kind of additional information on the underlying “experiment” the ordering is valid. In this paper, some sufficient conditions for conditional variability and conditional dispersion orderings are established. The main idea is to find sufficient assumptions which are stable by conditioning.

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Metzger, C., Rüschendorf, L. Conditional variability ordering of distributions. Ann Oper Res 32, 127–140 (1991). https://doi.org/10.1007/BF02204831

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  • Main Idea
  • Dispersion Ordering
  • Sufficient Assumption
  • Conditional Variability
  • Conditional Dispersion