Bounding the Stochastic Performance of Continuum Structure Functions I.

Abstract

A continuum structure function gamma is a nondecreasing mapping from the unit hypercube to the unit interval. Minimal path (cut) sets of upper (lower) simple continuum structure functions are introduced and are used to determine bounds on the distribution of gamma (X) when X is a vector of associated random variables and when is right (left)-continuous. It is shown that, if gamma admits of a modular decomposition, improved bounds may be obtained. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1984
Accession Number
ADA148621

Entities

People

  • Changyoung Kim
  • L. A. Baxter

Organizations

  • Stony Brook University

Tags

DTIC Thesaurus Topics

  • Air Force
  • Applied Mathematics
  • Decomposition
  • Mathematics
  • New York
  • Probability
  • Probability Distributions
  • Random Variables
  • Scientific Research
  • Statistics
  • Stochastic Processes
  • Universities

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Statistical inference.