Some Majorization Inequalities for Functions of Exchangeable Random Variables.

Abstract

This paper contains inequalities for the exceptions of permutation-invariant concave functions of the partial sums of nonnegative exchangeable random variables. Two majorization inequalities are derived, and an application in reliability theory is discussed. Keywords: Concave and Schurconcave functions.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1987
Accession Number
ADA188207

Entities

People

  • Frank Proschan
  • Philip J. Boland
  • Y. L. Tong

Organizations

  • Florida State University

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Air Force
  • Inequalities
  • Mathematics
  • New York
  • Normal Distribution
  • Order Statistics
  • Permutations
  • Probability
  • Random Variables
  • Reliability
  • Scientific Research
  • Statistics
  • Universities

Fields of Study

  • Mathematics

Readers

  • Statistical inference.