Title: Stochastic orders of transformed distributions
Authors: Tommaso Lando - VSB Technical University of Ostrava (Czech Republic) [presenting]
Abstract: The aim is to compare, in terms of stochastic orders, pairs of distributions that can be obtained by the composition of a baseline distribution with a transformation (probability distortion) function. It can be seen that this is related to a comparison of transformed random variables. This approach may have application to parametric models and other fields.