Multivariate arrangement increasing functions with applications in probability and statistics

DOI10.1016/0047-259X(88)90052-8zbMath0648.62052MaRDI QIDQ1105300

Frank Proschan, Philip J. Boland

Publication date: 1988

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

permanentmajorizationarrangement increasing functionsmeasures of concordanceSchur convexL-superadditivejoint multivariate densitieslinear combinations of exchangeable random vectorsPreservation properties

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Geometric probability and stochastic geometry (60D05) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inequalities for sums, series and integrals (26D15)

Related Items (28)

Stochastic comparisons on total capacity of weighted k-out-of-n systems with heterogeneous components ⋮ On capital allocation for stochastic arrangement increasing actuarial risks ⋮ A new proof for the peakedness of linear combinations of random variables ⋮ A review: The arrangement increasing partial ordering ⋮ A multidimensional Gini index ⋮ Supermodularity and risk aversion ⋮ Composite Indices: Rank Robustness, Statistical Association, and Redundancy ⋮ A count-based nonparametric test on strict bivariate Stochastic arrangement increasing property ⋮ Schur-convexity of 2nd order, certain subclass of multivariate arrangement increasing functions with applications in statistics ⋮ A <scp>copula‐based</scp> approach on optimal allocation of hot standbys in series systems ⋮ Multidimensional risk aversion: the cardinal sin ⋮ Multidimensional Indicators of Inequality and Poverty ⋮ Multidimensional Pigou-Dalton transfers and social evaluation functions ⋮ Stochastic comparison on active redundancy allocation to K-out-of-N systems with statistically dependent component and redundancy lifetimes ⋮ Permanents in probability and statistics ⋮ Increasing interdependence of multivariate distributions ⋮ Block rearranging elements within matrix columns to minimize the variability of the row sums ⋮ Some new partial orderings on \(S_ n\) and \(S_ n \times{}S_ n\) ⋮ Corporate spin-offs, bankruptcy, investment, and the value of debt ⋮ Optimal substitution of arguments of an arrangement increasing function based on sufficient statistics for parameter-arguments ⋮ Accounting for risk factors on health outcomes: the case of Luxembourg ⋮ Optimal capital allocations to interdependent actuarial risks ⋮ Multivariate concordance ⋮ Measurement of income mobility: a re-examination ⋮ Active Redundancy Allocation in Coherent Systems ⋮ Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management ⋮ A Bayesian positive dependence of survival times based on the multivariate arrangement increasing property ⋮ Some recent developments on majorization inequalities in probability and statistics

Cites Work

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• Moment and geometric probability inequalities arising from arrangement increasing functions
• Functions decreasing in transposition and their applications in ranking problems
• A Note on Average Tau as a Measure of Concordance
• Rearrangements
• On optimal assembly of systems
• Two New Inequalities
• ON SAMPLING FROM A POPULATION OF RANKERS
• An Inequality for Rearrangements
• Inequalities: theory of majorization and its applications

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