Stochastic Order and Generalized Weighted Mean Invariance

Stochastic Order and Generalized Weighted Mean Invariance

In this paper, we present order invariance theoretical results for weighted quasi-arithmetic means of a monotonic series of numbers. The quasi-arithmetic mean, or Kolmogorov–Nagumo mean, generalizes the classical mean and appears in many disciplines, from information theory to physics, from economic...

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Bibliographic Details
Main Authors: Mateu Sbert, Jordi Poch, Shuning Chen, Víctor Elvira
Format: Article
Language:English
Published: MDPI AG 2021-05-01
Series:Entropy
Subjects:
stochastic order
weighted mean
arithmetic mean
harmonic mean
Kolmogorov mean
quasi-arithmetic mean
Online Access:https://www.mdpi.com/1099-4300/23/6/662

Internet

https://www.mdpi.com/1099-4300/23/6/662

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