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

Editor(s) Moshe Shaked, Y. L. Tong

IMS Lecture Notes Monogr. Ser., 22: 412pp. (1992). DOI: 10.1214/lnms/1215461930

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Institute of Mathematical Statistics Lecture Notes - Monograph Series, Volume 22

412 pp.

Published: 1992

First available in Project Euclid: 7 July 2008

MathSciNet: MR1228049

Digital Object Identifier: 10.1214/lnms/1215461930

ISBN: 0940600293

Subjects:

Primary: 60-06

Secondary: 62-06

Institute of Mathematical Statistics Lecture Notes - Monograph Series

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Front Cover and Title Page

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, i-ii (1992). Open Access

Preface

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, iii-iv (1992). Open Access

Conference Participants

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, v-vi (1992). Open Access

Referees

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, vii-vii (1992). Open Access

Conference Program

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, viii-xiii (1992). Open Access

Table of Contents

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, xiv-xvi (1992). Open Access

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

David J. Aldous , Mark Brown

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, 1-16 (1992). https://doi.org/10.1214/lnms/1215461937 Open Access

KEYWORDS: 60J27

Skewness and kurtosis orderings: an introduction

Barry C. Arnold , Richard A. Groeneveld

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, 17-24 (1992). https://doi.org/10.1214/lnms/1215461938 Open Access

KEYWORDS: 62E15, 60E15

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

Philip J. Boland

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, 25-32 (1992). https://doi.org/10.1214/lnms/1215461939 Open Access

KEYWORDS: 62N05, 90B80

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

Arthur Cohen , H. B. Sackrowitz

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, 33-37 (1992). https://doi.org/10.1214/lnms/1215461940 Open Access

KEYWORDS: 60E99, 62F03

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

H. A. David , Jingyu Liu

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, 38-49 (1992). https://doi.org/10.1214/lnms/1215461941 Open Access

KEYWORDS: 62G30, 15A39, 62E15, 62J15

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

Crisanto Dorado , Myles Hollander

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, 50-65 (1992). https://doi.org/10.1214/lnms/1215461942 Open Access

KEYWORDS: 60E15, 62G99

Orderings arising from expected extremes, with an application

Peter J. Downey , Robert S. Maier

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, 66-75 (1992). https://doi.org/10.1214/lnms/1215461943 Open Access

KEYWORDS: 60G70, 60E15, 62G30

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

Morris L. Eaton

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, 76-90 (1992). https://doi.org/10.1214/lnms/1215461944 Open Access

KEYWORDS: 62B15, 62H05, 62J05

The role of a module in the failure of a system

Emad El-Neweihi , Jayaram Sethuraman

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, 91-99 (1992). https://doi.org/10.1214/lnms/1215461945 Open Access

KEYWORDS: 60E15, 62N05

Extreme order statistics for a sequence of dependent random variables

Joseph Glaz

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, 100-115 (1992). https://doi.org/10.1214/lnms/1215461946 Open Access

KEYWORDS: 60E15, 62G30

Partitioning inequalities in probability and statistics

Theodore P. Hill

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, 116-132 (1992). https://doi.org/10.1214/lnms/1215461947 Open Access

KEYWORDS: 60E15, 28B05, 60G40, 62C20

Matrix extremes and related stochastic bounds

D. R. Jensen

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, 133-144 (1992). https://doi.org/10.1214/lnms/1215461948 Open Access

KEYWORDS: 60E15, 15A45, 62H05

Generalized majorization orderings and applications

Harry Joe

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, 145-158 (1992). https://doi.org/10.1214/lnms/1215461949 Open Access

KEYWORDS: 60E15, 62A15

Multivariate majorization by positive combinations

Harry Joe , Joseph Verducci

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, 159-181 (1992). https://doi.org/10.1214/lnms/1215461950 Open Access

KEYWORDS: 60E15, 62P20

Covariance spaces for measures on polyhedral sets

J. H. B. Kemperman , Morris Skibinsky

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, 182-195 (1992). https://doi.org/10.1214/lnms/1215461951 Open Access

KEYWORDS: 60E05, 15A48, 44A60

Hyperbolic-concave functions and Hardy-Littlewood maximal functions

Robert P. Kertz , Uwe Rösler

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, 196-210 (1992). https://doi.org/10.1214/lnms/1215461952 Open Access

KEYWORDS: 60G42, 28A99

Lower bounds on multivariate distributions with preassigned marginals

S. Kotz , J. P. Seeger

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, 211-218 (1992). https://doi.org/10.1214/lnms/1215461953 Open Access

KEYWORDS: 60E05, 62H20

Dependence of stable random variables

Mei Ling Ting Lee , Svetlozar T. Rachev , Gennady Samorodnitsky

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, 219-234 (1992). https://doi.org/10.1214/lnms/1215461954 Open Access

KEYWORDS: 60E07, 62H05, 62H20

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

Claude Lefèvre , Philippe Picard

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, 235-252 (1992). https://doi.org/10.1214/lnms/1215461955 Open Access

KEYWORDS: 60C05, 60E15, 60K99, 92D25

Allocation through stochastic Schur convexity and stochastic transposition increasingness

Liwan Liyanage , J. George Shanthikumar

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, 253-273 (1992). https://doi.org/10.1214/lnms/1215461956 Open Access

KEYWORDS: 60E15, 62N05, 90C15

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

L. Mattner

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, 274-283 (1992). https://doi.org/10.1214/lnms/1215461957 Open Access

KEYWORDS: 60E15, 49K45

Concentration inequalities for multivariate distributions. II. Elliptically contoured distributions

Michael D. Perlman

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, 284-308 (1992). https://doi.org/10.1214/lnms/1215461958 Open Access

KEYWORDS: 62H05, 60E15

Inequalities on expectations based on the knowledge of multivariate moments

András Prékopa

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, 309-331 (1992). https://doi.org/10.1214/lnms/1215461959 Open Access

KEYWORDS: 60E15, 41A05

On FKG-type and permanental inequalities

Yosef Rinott , Michael Saks

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, 332-342 (1992). https://doi.org/10.1214/lnms/1215461960 Open Access

KEYWORDS: 60E15, 15A15, 26D20, 62H05, 82B05

Optimal stopping values and prophet inequalities for some dependent random variables

Yosef Rinott , Ester Samuel-Cahn

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, 343-358 (1992). https://doi.org/10.1214/lnms/1215461961 Open Access

KEYWORDS: 60G40

Some applications of monotone transformations in statistics

Allan R. Sampson

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, 359-370 (1992). https://doi.org/10.1214/lnms/1215461962 Open Access

KEYWORDS: 62F03

Secretary problems as a source of benchmark bounds

Stephen M. Samuels

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, 371-387 (1992). https://doi.org/10.1214/lnms/1215461963 Open Access

KEYWORDS: 60G40, 62L15

Comparison of experiments of some multivariate distributions with a common marginal

Moshe Shaked , Y. L. Tong

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, 388-398 (1992). https://doi.org/10.1214/lnms/1215461964 Open Access

KEYWORDS: 62B15, 62H20

On the bias of the jackknife estimate of variance

Richard A. Vitale

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, 399-403 (1992). https://doi.org/10.1214/lnms/1215461965 Open Access

KEYWORDS: 62G09, 60E15

Author Citation Index

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, 404-409 (1992). https://doi.org/10.1214/lnms/1215461966 Open Access

Key Words and Phrases Index

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 22, 410-412 (1992). https://doi.org/10.1214/lnms/1215461967 Open Access

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