Moment and Geometric Probability Inequalities Arising from Arrangement Increasing Functions.
Abstract
A real valued function g of two vector arguments x and y epsilon R sub n is said to be arrangement increasing if it increases in value as the arrangement of components in x becomes increasingly similar ot the arrangement of components in y. Hollander, Proschan and Sethuramen (1977) show that the composition of arrangement increasing functions is arrangement increasing. This result is used to generate some interesting probability inequalities of a geometric nature for exchangeable random vectors. Other geometric ingeualities for families of arrangement increasing multivariate densities are also given and some moment inequalities are also given, and some moment inequalities are obtained. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 01, 1985
- Accession Number
- ADA161273
Entities
People
- Frank Proschan
- Philip J. Boland
- Y. L. Tong
Organizations
- Florida State University