Sharp bounds on distribution functions and expectations of mixtures of ordered families of distributions

被引:1
|
作者
Rychlik, Tomasz [1 ]
机构
[1] Polish Acad Sci, Inst Math, Sniadeckich 8, PL-00656 Warsaw, Poland
关键词
Stochastic order; Mixture; Sharp bound; Nonparametric Bayes inference; Nonparametric regression; NONPARAMETRIC BAYES ESTIMATION; INFERENCE; REGRESSION; ESTIMATOR;
D O I
10.1007/s11749-018-0604-4
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We compare two mixtures of arbitrary collection of stochastically ordered distribution functions with respect to fixed mixing distributions. Under the assumption that the first mixture distribution is known, we establish optimal lower and upper bounds on the latter mixture distribution function and present single families of ordered distributions which attain the bounds uniformly at all real arguments. Furthermore, we determine sharp upper and lower bounds on the differences between the expectations of the mixtures expressed in various scale units. General results are illustrated by several examples.
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页码:166 / 195
页数:30
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