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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
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
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