Studying mixability with supermodular aggregating functions

We introduce the concepts of ϕ-complete mixability and ϕ-joint mixability and we investigate some necessary and sufficient conditions to the ϕ-mixability of a set of distribution functions for some supermodular functions ϕ. We give examples and numerical verifications which confirm our findings.

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Year of publication:	2015
Authors:	Bignozzi, Valeria ; Puccetti, Giovanni
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 100.2015, C, p. 48-55
Publisher:	Elsevier
Subject:	ϕ-mixability \| Joint mixability \| Complete mixability \| Convex order \| Supermodular functions

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

Persistent link: https://www.econbiz.de/10011263167