English

An easily verifiable dispersion order for discrete distributions

Methodology 2025-11-11 v2 Statistics Theory Statistics Theory

Abstract

Dispersion is a fundamental concept in statistics, yet standard approaches - especially via stochastic orders - face limitations in the discrete setting. In particular, the classical dispersive order, well-established for continuous distributions, becomes overly restrictive for discrete random variables due to support inclusion requirements. To address this, we propose a novel weak dispersive order for discrete distributions. This order retains desirable properties while relaxing structural constraints, thereby broadening applicability. We further introduce a class of variability measures based on probability concentration, offering robust and interpretable alternatives that conform to classical axioms. Empirical illustrations highlight the practical relevance of this framework.

Keywords

Cite

@article{arxiv.2506.23677,
  title  = {An easily verifiable dispersion order for discrete distributions},
  author = {Andreas Eberl and Bernhard Klar and Alfonso Suárez-Llorens},
  journal= {arXiv preprint arXiv:2506.23677},
  year   = {2025}
}