ON DISPERSIVE ORDERING AND ITS APPLICATIONS

The main aim of this note is to consider one application of dispersion function in dispersive ordering of probability distribution. The authors claim that the dispersion function can be considered as a generalization of the mean absolute deviation and the median absolute deviation. The received result is a continuity of authors studies in the last time. The main area of our investigations includes properties of a dispersion function, a dispersive ordering, a random variable and a probability distribution. There are four theorems which mention the random variables properties and distribution functions of them. The authors wish to express their thanks to Professors P.V. Tereliansky and M.V. Scherbakov from Volgograd State Technical University (VSTU, Russia) for their active interests in the publication of this paper.

dispersion function, dispersive ordering, random variable, probability distribution, probability, derivative function, theorem, investigation, sequence, result, deviation