Convex-Ordering Among Functions, with Applications to Reliability and Mathematical Statistics

Convex-Ordering Among Functions, with Applications to Reliability and Mathematical Statistics
Author: Wai Chan
Publisher:
Total Pages: 19
Release: 1983
Genre:
ISBN:

Download Convex-Ordering Among Functions, with Applications to Reliability and Mathematical Statistics Book in PDF, Epub and Kindle

Hardy, Littlewood and Polya (1934) introduced the notion of one function being convex with respect to a second function and developed some inequalities concerning the means of the functions. We use this notion to establish a partial order called convex-ordering among functions. In particular, the distribution functions encountered in many parametric families in reliability theory are convex-ordered. We have formulated some inequalities which can be used for testing whether a sample comes from F or G, when F and G are within the same convex family. Performance characteristics of different coherent structures can also be compared with respect to this partial ordering. For example, we will show that the reliability of a k+l-out-of-n system is convex with respect to the reliability of a k-out-of-n system. When F is convex with respect to G, the tail of the distribution F is heavier than that of G; therefore, our convex ordering implies stochastic ordering. The ordering is also related to total positivity and monotone likelihood ratio families. This provides us a tool to obtain some useful results in reliability and mathematical statistics.

Convex Functions, Partial Orderings, and Statistical Applications

Convex Functions, Partial Orderings, and Statistical Applications
Author: Josip E. Peajcariaac
Publisher: Academic Press
Total Pages: 485
Release: 1992-06-03
Genre: Mathematics
ISBN: 0080925227

Download Convex Functions, Partial Orderings, and Statistical Applications Book in PDF, Epub and Kindle

This research-level book presents up-to-date information concerning recent developments in convex functions and partial orderings and some applications in mathematics, statistics, and reliability theory. The book will serve researchers in mathematical and statistical theory and theoretical and applied reliabilists. Presents classical and newly published results on convex functions and related inequalities Explains partial ordering based on arrangement and their applications in mathematics, probability, statsitics, and reliability Demonstrates the connection of partial ordering with other well-known orderings such as majorization and Schur functions Will generate further research and applications

Stochastic Orders and Their Applications

Stochastic Orders and Their Applications
Author: Moshe Shaked
Publisher:
Total Pages: 580
Release: 1994
Genre: Mathematics
ISBN:

Download Stochastic Orders and Their Applications Book in PDF, Epub and Kindle

Stochastic orders and inequalities are being used at an accelerated rate in many diverse areas of probability and statistics. This book provides the first unified, systematic, and accessible treatment of stochasticorders, addressing the growing importance of these orders with the presentation of numerous results that illustrate their usefulness and applicability. Ten insightful chapters emphasize the applications by specialists in probability and statistics, economics, operations research, and reliability theory. Applications include multivariate variability, epidemics, comparisons of risk and risk aversion, scheduling, and systems reliability theory.

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

Download Stochastic Orders and Applications Book in PDF, Epub and Kindle

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.

Stochastic Comparisons with Applications

Stochastic Comparisons with Applications
Author: Subhash C. Kochar
Publisher: Springer Nature
Total Pages: 280
Release: 2022-10-22
Genre: Mathematics
ISBN: 303112104X

Download Stochastic Comparisons with Applications Book in PDF, Epub and Kindle

This book emphasizes the use of stochastic orders as motivational tools for developing new statistical procedures. Stochastic orders have found useful applications in many disciplines, including reliability theory, survival analysis, risk theory, finance, nonparametric methods, economics and actuarial science. Written by a statistician, this volume clarifies the connection between stochastic orders and nonparametric methods. The importance of order statistics and spacings is well recognized. Classically, they mainly focus on the case when the observations are independent and identically distributed, however, several new developments have extended the comparison of order statistics to the case of non-identically distributed or non-independent observations. In addition to giving a detailed discussion of various topics in the general area of stochastic orders, a substantial part of the book is devoted to recent research on stochastic comparisons of order statistics and spacings, including a long chapter on dependence among them. The book will be useful for graduate students and researchers in statistics, economics, actuarial science and other related disciplines. In particular, with close to 300 references, it will be a valuable resource for reliability theorists, applied probabilists and statisticians. Readers are expected to have taken a first-year graduate level course in mathematical statistics or in applied probability.

Research in Progress

Research in Progress
Author:
Publisher:
Total Pages: 248
Release: 1988
Genre: Military research
ISBN:

Download Research in Progress Book in PDF, Epub and Kindle

Topics in Statistical Dependence

Topics in Statistical Dependence
Author: Henry W. Block
Publisher: IMS
Total Pages: 558
Release: 1990
Genre: Mathematical statistics
ISBN: 9780940600232

Download Topics in Statistical Dependence Book in PDF, Epub and Kindle

Research in Progress

Research in Progress
Author: United States. Army Research Office
Publisher:
Total Pages: 284
Release: 1984
Genre: Military research
ISBN:

Download Research in Progress Book in PDF, Epub and Kindle

Vols. for 1977- consist of two parts: Chemistry, biological sciences, engineering sciences, metallurgy and materials science (issued in the spring); and Physics, electronics, mathematics, geosciences (issued in the fall).

Stochastic Orders

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

Download Stochastic Orders Book in PDF, Epub and Kindle

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.