Seminario di Probabilita` e Stastistica

Martedi 13 novembre ore 14:00, Aula di Consiglio, Dipartimento di Matematica, La Sapienza.

Speaker:  Tomasz Rychlil (Istituto di Matematica dell'Accademia Polacca delle Scienze)

Abstract: We consider an arbitrary family of stochastically ordered
distribution functions   dependent on parameters from an interval in the real line. We compare distribution functions and moments of 
random variables with distribution functions being the mixtures 
of the members of the above stochastically ordered family.
In particular, we determine lower and upper bounds on the values of one mixture distribution function under the condition that the other mixture distribution is arbitrarily fixed. We also evaluate the differences between the expectations of mixture variables in various scale units.
The results are illustrated by some examples.

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Prof. Alessandra Faggionato


Department of Mathematics
University "La Sapienza"
Piazzale Aldo Moro, 5
00185 - Rome

Office 5, Phone  (0039)  06 49913252
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