Stochastic Orders and Moments of Absolute Value of Normal Random Variable

It is already known, under certain conditions including stochastic inequalities, the comparison of moments. In this paper, we will study in detail the reverse of this problem, that is, the stochastic orderings implied by moments inequalities. We will limit our study to the absolute value of random variable in the normal distribution case

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Year of publication:	2018
Authors:	Comlan, Emile C. Bonaventure
Publisher:	[2018]: [S.l.] : SSRN
Subject:	Theorie \| Theory \| Stochastischer Prozess \| Stochastic process \| Wahrscheinlichkeitsrechnung \| Probability theory \| Zufallsvariable \| Random variable \| Portfolio-Management \| Portfolio selection \| Statistische Verteilung \| Statistical distribution

Extent:	1 Online-Ressource (4 p)
Series:	Mathematics Preprint Archive ; Vol. 2003, Issue 5, pp 479-482
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 2003 erstellt
Source:	ECONIS - Online Catalogue of the ZBW

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