Sankhya: The Indian Journal of Statistics

1996, Volume 58, Series B, Pt. 1, pp. 62--69

A SUFFICIENT CONDITION FOR LORENZ ORDERING

By

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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