Characterization and Dispersive Ordering of the Cauchy, Gauss and Logistics Laws
In this talk, I present some results on the characterization and dispersive ordering of the general Cauchy, logistic and normal laws. The characterization of the Cauchy law is accomplished via a convex function of a symmetric random variable, as well a diﬀerential equation involving the characteristic function. Results on the characterization of the logistic distribution shed further light into its application in a wide variety of areas including the analysis of quantal response and bioassay data, as well economic and demographic data. These results lead to necessary and suﬃcient conditions for the stochastic and dispersive ordering of the corresponding absolute random variables
Joint Mathematics Meetings (JMM)
San Francisco, CA
Oluyede, Broderick O..
"Characterization and Dispersive Ordering of the Cauchy, Gauss and Logistics Laws."
Mathematical Sciences Faculty Presentations.