Institute of Mathematical Statistics Lecture Notes - Monograph Series

Stochastic inequalities: Papers from the AMS-IMS-SIAM Joint Summer Research Conference held in Seattle, Washington, July 1991

Editor: Moshe Shaked
Editor: Y. L. Tong

Lecture Notes--Monograph Series, Volume 22
Hayward, CA: Institute of Mathematical Statistics, 1992.
412 pp.

Print on Demand

Subjects:

60-06 (primary)
62-06 (secondary)
Permanent link to this monograph: http://projecteuclid.org/euclid.lnms/1215461930
Mathmatical Reviews number (MathSciNet): MR1228049
ISBN:0-940600-29-3

Copyright © 1992, Institute of Mathematical Statistics.

Front Cover and Title Page

i-ii

Preface

iii-iv

Conference Participants

v-vi

Referees

vii

Conference Program

viii-xiii

Table of Contents

xiv-xvi

Inequalities for rare events in time-reversible Markov chains. I

David J. Aldous, and Mark Brown; 1-16

Skewness and kurtosis orderings: an introduction

Barry C. Arnold, and Richard A. Groeneveld; 17-24

Stochastic inequalities for a redundancy enhancement to a series or parallel system

Philip J. Boland; 25-32

Some remarks on a notion of positive dependence, association, and unbiased testing

Arthur Cohen, and H. B. Sackrowitz; 33-37

Further aspects of the comparison of two groups of ranked objects by matching in pairs

H. A. David, and Jingyu Liu; 38-49

Inequalities for the parameters $\lambda(F),\mu(F)$ with applications in nonparametric statistics

Crisanto Dorado, and Myles Hollander; 50-65

Orderings arising from expected extremes, with an application

Peter J. Downey, and Robert S. Maier; 66-75

A group action on covariances with applications to the comparison of linear normal experiments

Morris L. Eaton; 76-90

The role of a module in the failure of a system

Emad El-Neweihi, and Jayaram Sethuraman; 91-99

Extreme order statistics for a sequence of dependent random variables

Joseph Glaz; 100-115

Partitioning inequalities in probability and statistics

Theodore P. Hill; 116-132

Matrix extremes and related stochastic bounds

D. R. Jensen; 133-144

Generalized majorization orderings and applications

Harry Joe; 145-158

Multivariate majorization by positive combinations

Harry Joe, and Joseph Verducci; 159-181

Covariance spaces for measures on polyhedral sets

J. H. B. Kemperman, and Morris Skibinsky; 182-195

Hyperbolic-concave functions and Hardy-Littlewood maximal functions

Robert P. Kertz, and Uwe Rösler; 196-210

Lower bounds on multivariate distributions with preassigned marginals

S. Kotz, and J. P. Seeger; 211-218

Dependence of stable random variables

Mei Ling Ting Lee, Svetlozar T. Rachev, and Gennady Samorodnitsky; 219-234

A multivariate stochastic ordering by the mixed descending factorial moments with applications

Claude Lefèvre, and Philippe Picard; 235-252

Allocation through stochastic Schur convexity and stochastic transposition increasingness

Liwan Liyanage, and J. George Shanthikumar; 253-273

Extremal problems for probability distributions: a general method and some examples

L. Mattner; 274-283

Concentration inequalities for multivariate distributions. II. Elliptically contoured distributions

Michael D. Perlman; 284-308

Inequalities on expectations based on the knowledge of multivariate moments

András Prékopa; 309-331

On FKG-type and permanental inequalities

Yosef Rinott, and Michael Saks; 332-342

Optimal stopping values and prophet inequalities for some dependent random variables

Yosef Rinott, and Ester Samuel-Cahn; 343-358

Some applications of monotone transformations in statistics

Allan R. Sampson; 359-370

Secretary problems as a source of benchmark bounds

Stephen M. Samuels; 371-387

Comparison of experiments of some multivariate distributions with a common marginal

Moshe Shaked, and Y. L. Tong; 388-398

On the bias of the jackknife estimate of variance

Richard A. Vitale; 399-403

Author Citation Index

404-409

Key Words and Phrases Index

410-412

Institute of Mathematical Statistics Lecture Notes - Monograph Series

Institute of Mathematical Statistics Lecture Notes - Monograph Series