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

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

• Unnamed Item
• Unnamed Item
• 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