Stochastic ordering of folded normal random variables

Horn (1988) proved a necessary and sufficient condition for the stochastic ordering of an arbitrary folded normal variable and a standard folded normal variable. This paper studies the more general case and presents the necessary and sufficient conditions for the stochastic ordering of two arbitrary folded normal variables.

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Year of publication:	2011
Authors:	Wang, Bing ; Wang, Min
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 81.2011, 4, p. 524-528
Publisher:	Elsevier
Keywords:	Folded normal Stochastic ordering Non-central chi-square

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

Persistent link: https://www.econbiz.de/10008868804