Gauss inequalities on ordered linear spaces (Q2489496)

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scientific article; zbMATH DE number 5020693
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    Gauss inequalities on ordered linear spaces
    scientific article; zbMATH DE number 5020693

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      Gauss inequalities on ordered linear spaces (English)
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      28 April 2006
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      Markov inequalities on ordered linear spaces are tightened trough the \(\alpha\)-unimodality of the corresponding measures. Modality indices are studied for various induced measures, including the singular values of a random matrix and the periodogram of a time series. These tools support a study of linear inference and the ordering of random matrices, to include experimental designs and probability bounds on their comparative efficiencies. Other applications include probability bounds on quadratic forms and of multidimensional order statistics, on periodograms in the analysis of time series, and on run-length distributions in multivariate statistical process control. Relations with other topics in applied probability and statistics are noted.
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      Tightened Markov inequalities: Improved Chebyshev bounds
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      \(\alpha\)-unimodality
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      Linear inference
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      Random designs
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      Efficiencies
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      Periodograms, Hotelling's \(T^2\)-charts
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