An easily verifiable dispersion order for discrete distributions
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}
}