Simple Multivariate Inequalities Using Association.

Abstract

A simple proof is given of the following generalization of a result of I.N. Yusas (1972), (Theory of Probability and Its Application, 17, 712-717) using the notion of association among random variables: If (R1,...,Rk) P(R1 > or = r1, R2 > or = r2) < or = P(R1 > or = r1) P(R2 > or = r2) for all r1, r2. More general results are also obtained for the multinomial as well as for other multivariate distributions. (Author)

Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1974
Accession Number
AD0778852

Entities

People

  • Frank Proschan
  • Jayaram Sethuraman

Organizations

  • Florida State University

Tags

DTIC Thesaurus Topics

  • Inequalities
  • Mathematics
  • Probability
  • Random Variables

Fields of Study

  • Mathematics

Readers

  • Pulsed Power and Plasma Physics.
  • Statistical inference.