Sankhya: The Indian Journal of Statistics
1996, Volume 58, Series B, Pt. 1, pp. 62--69
A SUFFICIENT CONDITION FOR LORENZ ORDERING
BERND WILFLING, Universität Hamburg
SUMMARY. This paper presents a sufficient condition for the Lorenz order of two random variables which is often easy to verify in practice. As an application, the parameter space of the generalised gamma distribution which includes the simple gamma and the Weibull distribution as special cases can be characterized completely in terms of Lorenz ordering.
AMS (1980) subject classification. 62P20.
Key words and phrases. Errors of observations, generalised least squares estimators, ordinary least squares estimators.
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