Moment and geometric probability inequalities arising from arrangement increasing functions

DOI10.1214/AOP/1176991911zbMath0638.60013OpenAlexW2038862688MaRDI QIDQ1099467

Frank Proschan, Y. L. Tong, Philip J. Boland

Publication date: 1988

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991911

zbMATH Keywords

moment inequalitiesarrangement increasingexchangeable densities

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Inequalities; stochastic orderings (60E15) Geometric probability and stochastic geometry (60D05) Exchangeability for stochastic processes (60G09)

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A review: The arrangement increasing partial ordering ⋮ Multivariate arrangement increasing functions with applications in probability and statistics ⋮ A generalized Cauchy-Binet formula and applications to total positivity and majorization ⋮ An arrangement increasing property of the Marshall-Olkin bivariate exponential ⋮ Stochastic comparison on active redundancy allocation to K-out-of-N systems with statistically dependent component and redundancy lifetimes ⋮ A note on allocation of portfolio shares of random assets with Archimedean copula ⋮ Ordering k-out-of-n systems with interdependent components and one active redundancy ⋮ Corporate spin-offs, bankruptcy, investment, and the value of debt ⋮ Optimal capital allocations to interdependent actuarial risks ⋮ Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management ⋮ A note on relationships between some univariate stochastic orders and the corresponding joint stochastic orders ⋮ Some recent developments on majorization inequalities in probability and statistics

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