Sharp Inequalities for Ordered Random Variables in Statistics and Reliability

Sharp Inequalities for Ordered Random Variables in Statistics and Reliability
Author: Narayanaswamy Balakrishnan
Publisher: Springer
Total Pages: 0
Release: 2024-07-27
Genre: Mathematics
ISBN: 9783031613463

The book discusses various inequalities and sharp bounds for the usual order statistics as well as some functions of them. In particular, deterministic bounds, bounds for the case of IID samples from general, symmetric and life distributions, IID samples from shape restricted family of distributions, and samples from finite populations are all discussed in detail. An elaborate numerical evaluation and comparison of various bounds are also presented in order to illustrate their inherent differences as well as their precision. Furthermore, their applications to inference, reliability theory and characterizations are also highlighted. The book provides an in-depth exposure to various mathematical inequalities and bounds established historically as well as in recent years and their applications to order statistics and some important functions of them. It thus presents an up-to-date discussion of all results in this important area of mathematical and statistical research. The results described here are general in nature and therefore could be useful in other areas of Probability and Statistics as well.

Recent Developments in Ordered Random Variables

Recent Developments in Ordered Random Variables
Author: Mohammad Ahsanullah
Publisher: Nova Publishers
Total Pages: 352
Release: 2007
Genre: Mathematics
ISBN: 9781600213014

The ordered random variables play important roles in the theory and practice of statistics. They possess significant statistical properties. Over the last few decades, many articles on various topics of ordered statistical data have appeared. Our handbook comprises twenty one chapters discussing various topics on theory and applications. The editors of this book worked together several articles on order and record statistics, which covered the subjects of distributional properties, characterisations and statistical inferences. It was a special interest to co-ordinate and edit an interesting research problem based on material contributed by several prominent researchers from all over the world. This book presents new developments in the subject of ordered random variables. These aspects involve theory of ordered random variables, reliability theory, stochastic ordering, bounds, characterisations, and estimation and prediction techniques.

Stochastic Orders and Applications

Stochastic Orders and Applications
Author: Karl Mosler
Publisher: Springer Science & Business Media
Total Pages: 385
Release: 2012-12-06
Genre: Mathematics
ISBN: 3642499724

A bibliography on stochastic orderings. Was there a real need for it? In a time of reference databases as the MathSci or the Science Citation Index or the Social Science Citation Index the answer seems to be negative. The reason we think that this bibliog raphy might be of some use stems from the frustration that we, as workers in the field, have often experienced by finding similar results being discovered and proved over and over in different journals of different disciplines with different levels of mathematical so phistication and accuracy and most of the times without cross references. Of course it would be very unfair to blame an economist, say, for not knowing a result in mathematical physics, or vice versa, especially when the problems and the languages are so far apart that it is often difficult to recognize the analogies even after further scrutiny. We hope that collecting the references on this topic, regardless of the area of application, will be of some help, at least to pinpoint the problem. We use the term stochastic ordering in a broad sense to denote any ordering relation on a space of probability measures. Questions that can be related to the idea of stochastic orderings are as old as probability itself. Think for instance of the problem of comparing two gambles in order to decide which one is more favorable.

Copula Theory and Its Applications

Copula Theory and Its Applications
Author: Piotr Jaworski
Publisher: Springer Science & Business Media
Total Pages: 338
Release: 2010-07-16
Genre: Mathematics
ISBN: 3642124658

Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introduction in the early 50's, copulas have gained considerable popularity in several fields of applied mathematics, such as finance, insurance and reliability theory. Today, they represent a well-recognized tool for market and credit models, aggregation of risks, portfolio selection, etc. This book is divided into two main parts: Part I - "Surveys" contains 11 chapters that provide an up-to-date account of essential aspects of copula models. Part II - "Contributions" collects the extended versions of 6 talks selected from papers presented at the workshop in Warsaw.

Stochastic Orders

Stochastic Orders
Author: Moshe Shaked
Publisher: Springer Science & Business Media
Total Pages: 482
Release: 2007-04-03
Genre: Mathematics
ISBN: 0387346759

This reference text presents comprehensive coverage of the various notions of stochastic orderings, their closure properties, and their applications. Some of these orderings are routinely used in many applications in economics, finance, insurance, management science, operations research, statistics, and various other fields. And the value of the other notions of stochastic orderings needs further exploration. This book is an ideal reference for those interested in decision making under uncertainty and interested in the analysis of complex stochastic systems. It is suitable as a text for advanced graduate course on stochastic ordering and applications.

High-Dimensional Probability

High-Dimensional Probability
Author: Roman Vershynin
Publisher: Cambridge University Press
Total Pages: 299
Release: 2018-09-27
Genre: Business & Economics
ISBN: 1108415199

An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.

Scientific and Technical Aerospace Reports

Scientific and Technical Aerospace Reports
Author:
Publisher:
Total Pages: 666
Release: 1982
Genre: Aeronautics
ISBN:

Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.