A characterization of the distribution function: the dispersion function

The dispersion function, defined as D(u) = E | X - u |, characterizes the distribution function and gives a dispersive ordering of probability distributions that presents interesting properties.

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Year of publication:	1990
Authors:	Muñoz-Perez, J. ; Sanchez-Gomez, A.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 10.1990, 3, p. 235-239
Publisher:	Elsevier
Subject:	Dispersive ordering dispersion spread

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223906