Probability Inequalities in Multivariate Distributions
eBook - PDF

Probability Inequalities in Multivariate Distributions

  1. 256 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Probability Inequalities in Multivariate Distributions

About this book

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.

Trusted by 375,005 students

Access to over 1.5 million titles for a fair monthly price.

Study more efficiently using our study tools.

Information

Year
2014
Print ISBN
9780126949506
eBook ISBN
9781483269214

Table of contents

  1. Front Cover
  2. Probability Inequalities in Multivariate Distributions
  3. Copyright Page
  4. Table of Contents
  5. Preface
  6. Acknowledgments
  7. Notation
  8. Chapter 1. Introduction
  9. Chapter 2. Inequalities for Multlvariate Normal Distribution
  10. Chapter 3. Inequalities for Other Well-Known Distributions
  11. Chapter 4. Integral Inequalities over a Symmetric Convex Set
  12. Chapter 5. Inequalities via Dependence, Association, and Mixture
  13. Chapter 6. Inequalities via Majorization and Weak Majorization
  14. Chapter 7. Distribution-Free Inequalities
  15. Chapter 8. Some Applications
  16. Bibliography
  17. Author Index
  18. Subject Index

Frequently asked questions

Yes, you can cancel anytime from the Subscription tab in your account settings on the Perlego website. Your subscription will stay active until the end of your current billing period. Learn how to cancel your subscription
No, books cannot be downloaded as external files, such as PDFs, for use outside of Perlego. However, you can download books within the Perlego app for offline reading on mobile or tablet. Learn how to download books offline
We are an online textbook subscription service, where you can get access to an entire online library for less than the price of a single book per month. With over 1.5 million books across 990+ topics, we’ve got you covered! Learn about our mission
Look out for the read-aloud symbol on your next book to see if you can listen to it. The read-aloud tool reads text aloud for you, highlighting the text as it is being read. You can pause it, speed it up and slow it down. Learn more about Read Aloud
Yes! You can use the Perlego app on both iOS and Android devices to read anytime, anywhere — even offline. Perfect for commutes or when you’re on the go.
Please note we cannot support devices running on iOS 13 and Android 7 or earlier. Learn more about using the app
Yes, you can access Probability Inequalities in Multivariate Distributions by Y. L. Tong, Z. W. Birnbaum,E. Lukas in PDF and/or ePUB format, as well as other popular books in Mathematics & Applied Mathematics. We have over 1.5 million books available in our catalogue for you to explore.