On the Stochastic Ordering of Absolute Univariate Gaussian Random Variables
Horn, Paul S.
Ann. Statist., Tome 16 (1988) no. 1, p. 1327-1329 / Harvested from Project Euclid
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This paper presents necessary and sufficient conditions for the stochastic ordering of absolute univariate Gaussian random variables. This result is based on the behavior of the particular Gaussian density at zero, which is equivalent to restrictions on the mean and variance.
Publié le : 1988-09-14
Classification:  Folded normal,  majorization,  noncentral chi-square,  stochastic ordering,  62E99,  60E05 
@article{1176350964,
     author = {Horn, Paul S.},
     title = {On the Stochastic Ordering of Absolute Univariate Gaussian Random Variables},
     journal = {Ann. Statist.},
     volume = {16},
     number = {1},
     year = {1988},
     pages = { 1327-1329},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176350964}
}

Horn, Paul S. On the Stochastic Ordering of Absolute Univariate Gaussian Random Variables. Ann. Statist., Tome 16 (1988) no. 1, pp.  1327-1329. http://gdmltest.u-ga.fr/item/1176350964/