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Some remarks on Lorenz ordering-preserving functionals
Authors:Lucio Bertoli-Barsotti
Affiliation:1. Departimento di Statistica e Matematica Applicata alle Scienze Umane Diego de Castro, University of Torino, Italy, Piazza Arbarello 8, I-10122, Torino, Italy
Abstract:Basing on two well-known characterization results on stochastic dominance and continuous majorization relation, the ordering-preserving property-with respect to Lorenz ordering-is deduced for a wide class of families of functionals on a class of distributions. As a consequence the isotonicity ofZ Zenga concentration index is deduced as an immediate application of a characterization result, in particular of the first degree stochastic dominance relation. Moreover it is also shown that a classical inequality by Fan and Lorenz is a basic reference for the determination of a wide class of Lorenz ordering-preserving functionals. Isotonicity ofZ could also be seen as a straighforward application of Fan and Lorenz inequality.
Keywords:
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