Weighted-mean regions of a probability distribution |
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Authors: | Rainer Dyckerhoff Karl Mosler |
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Institution: | Statistics and Econometrics, University of Cologne, 50923 Koeln, Germany |
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Abstract: | In this paper we investigate a new class of central regions for probability distributions on Rd, called weighted-mean regions. Their restrictions to an empirical distribution are the weighted-mean trimmed regions investigated by Dyckerhoff and Mosler (2011) for d-variate data. Furthermore a new class of stochastic orderings of variability, the weighted-mean orderings, is introduced. |
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Keywords: | Central regions Continuous trimming Lift zonoid regions Expected convex hull Variability order |
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