Abstract
This paper presents necessary and sufficient conditions for the stochastic ordering of absolute univariate Gaussian random variables. This result is based on the behavior of the particular Gaussian density at zero, which is equivalent to restrictions on the mean and variance.
Citation
Paul S. Horn. "On the Stochastic Ordering of Absolute Univariate Gaussian Random Variables." Ann. Statist. 16 (3) 1327 - 1329, September, 1988. https://doi.org/10.1214/aos/1176350964
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