Probability Inequalities In Multivariate Distributions
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Probability Inequalities In Multivariate Distributions
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Author : Y. L. Tong
language : en
Publisher: Academic Press
Release Date : 2014-07-10
Probability Inequalities In Multivariate Distributions written by Y. L. Tong and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-07-10 with Mathematics categories.
Probability Inequalities in Multivariate Distributions is a comprehensive treatment of probability inequalities in multivariate distributions, balancing the treatment between theory and applications. The book is concerned only with those inequalities that are of types T1-T5. The conditions for such inequalities range from very specific to very general. Comprised of eight chapters, this volume begins by presenting a classification of probability inequalities, followed by a discussion on inequalities for multivariate normal distribution as well as their dependence on correlation coefficients. The reader is then introduced to inequalities for other well-known distributions, including the multivariate distributions of t, chi-square, and F; inequalities for a class of symmetric unimodal distributions and for a certain class of random variables that are positively dependent by association or by mixture; and inequalities obtainable through the mathematical tool of majorization and weak majorization. The book also describes some distribution-free inequalities before concluding with an overview of their applications in simultaneous confidence regions, hypothesis testing, multiple decision problems, and reliability and life testing. This monograph is intended for mathematicians, statisticians, students, and those who are primarily interested in inequalities.
Probability Inequalities In Multivariate Distributions
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Author : Y.T. Tong
language : en
Publisher:
Release Date : 1980
Probability Inequalities In Multivariate Distributions written by Y.T. Tong and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1980 with categories.
The Multivariate Normal Distribution
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Author : Y.L. Tong
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
The Multivariate Normal Distribution written by Y.L. Tong and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
The multivariate normal distribution has played a predominant role in the historical development of statistical theory, and has made its appearance in various areas of applications. Although many of the results concerning the multivariate normal distribution are classical, there are important new results which have been reported recently in the literature but cannot be found in most books on multivariate analysis. These results are often obtained by showing that the multivariate normal density function belongs to certain large families of density functions. Thus, useful properties of such families immedi ately hold for the multivariate normal distribution. This book attempts to provide a comprehensive and coherent treatment of the classical and new results related to the multivariate normal distribution. The material is organized in a unified modern approach, and the main themes are dependence, probability inequalities, and their roles in theory and applica tions. Some general properties of a multivariate normal density function are discussed, and results that follow from these properties are reviewed exten sively. The coverage is, to some extent, a matter of taste and is not intended to be exhaustive, thus more attention is focused on a systematic presentation of results rather than on a complete listing of them.
Stochastic Orders And Decision Under Risk
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Author : Karl C. Mosler
language : en
Publisher: IMS
Release Date : 1991
Stochastic Orders And Decision Under Risk written by Karl C. Mosler and has been published by IMS this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Education categories.
Multivariate T Distributions And Their Applications
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Author : Samuel Kotz
language : en
Publisher: Cambridge University Press
Release Date : 2004-02-16
Multivariate T Distributions And Their Applications written by Samuel Kotz and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-02-16 with Mathematics categories.
Almost all the results available in the literature on multivariate t-distributions published in the last 50 years are now collected together in this comprehensive reference. Because these distributions are becoming more prominent in many applications, this book is a must for any serious researcher or consultant working in multivariate analysis and statistical distributions. Much of this material has never before appeared in book form. The first part of the book emphasizes theoretical results of a probabilistic nature. In the second part of the book, these are supplemented by a variety of statistical aspects. Various generalizations and applications are dealt with in the final chapters. The material on estimation and regression models is of special value for practitioners in statistics and economics. A comprehensive bibliography of over 350 references is included.
Probability Inequalities
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Author : Zhengyan Lin
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-05-30
Probability Inequalities written by Zhengyan Lin and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-05-30 with Mathematics categories.
Inequality has become an essential tool in many areas of mathematical research, for example in probability and statistics where it is frequently used in the proofs. "Probability Inequalities" covers inequalities related with events, distribution functions, characteristic functions, moments and random variables (elements) and their sum. The book shall serve as a useful tool and reference for scientists in the areas of probability and statistics, and applied mathematics. Prof. Zhengyan Lin is a fellow of the Institute of Mathematical Statistics and currently a professor at Zhejiang University, Hangzhou, China. He is the prize winner of National Natural Science Award of China in 1997. Prof. Zhidong Bai is a fellow of TWAS and the Institute of Mathematical Statistics; he is a professor at the National University of Singapore and Northeast Normal University, Changchun, China.
Probability Inequalities For Certain Multivariate Distributions
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Author : Thomas William Dobbins
language : en
Publisher:
Release Date : 1993
Probability Inequalities For Certain Multivariate Distributions written by Thomas William Dobbins and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Multivariate analysis categories.
Bivariate Discrete Distributions
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Author : Kocherlakota
language : en
Publisher: CRC Press
Release Date : 2017-11-22
Bivariate Discrete Distributions written by Kocherlakota and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-11-22 with Mathematics categories.
This useful reference/text provides a comprehensive study of the various bivariate discretedistributions that have appeared in the literature- written in an accessible manner thatassumes no more than a first course in mathematical statistics.Supplying individualized treatment of topics while simultaneously exploiting the interrelationshipsof the material, Bivariate Discrete Distributions details the latest techniques ofcomputer simulation for the distributions considered ... contains a general introduction tothe structural properties of discrete distributions, including generating functions, momentrelationships, and the basic ideas of generalizing . . . develops distributions using samplingschemes . .. explores the role of compounding ... covers Waring and "short" distributionsfor use in accident theory ... discusses problems of statistical inference, emphasizing techniquespertinent to the discrete case ... and much more!Containing over 1000 helpful equations, Bivariate Discrete Distributions is
Stochastic Orders And Applications
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Author : Karl Mosler
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stochastic Orders And Applications written by Karl Mosler and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
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.
Statistical Multiple Integration
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Author : Nancy Flournoy
language : en
Publisher: American Mathematical Soc.
Release Date : 1991
Statistical Multiple Integration written by Nancy Flournoy and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Mathematics categories.
High dimensional integration arises naturally in two major sub-fields of statistics: multivariate and Bayesian statistics. Indeed, the most common measures of central tendency, variation, and loss are defined by integrals over the sample space, the parameter space, or both. Recent advances in computational power have stimulated significant new advances in both Bayesian and classical multivariate statistics. In many statistical problems, however, multiple integration can be the major obstacle to solutions. This volume contains the proceedings of an AMS-IMS-SIAM Joint Summer Research Conference on Statistical Multiple Integration, held in June 1989 at Humboldt State University in Arcata, California. The conference represents an attempt to bring together mathematicians, statisticians, and computational scientists to focus on the many important problems in statistical multiple integration. The papers document the state of the art in this area with respect to problems in statistics, potential advances blocked by problems with multiple integration, and current work directed at expanding the capability to integrate over high dimensional surfaces.