
Probability Inequalities in Multivariate Distributions
- 255 pages
- English
- PDF
- Available on iOS & Android
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.
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Table of contents
- Front Cover
- Probability Inequalities in Multivariate Distributions
- Copyright Page
- Table of Contents
- Preface
- Acknowledgments
- Notation
- Chapter 1. Introduction
- Chapter 2. Inequalities for Multlvariate Normal Distribution
- Chapter 3. Inequalities for Other Well-Known Distributions
- Chapter 4. Integral Inequalities over a Symmetric Convex Set
- Chapter 5. Inequalities via Dependence, Association, and Mixture
- Chapter 6. Inequalities via Majorization and Weak Majorization
- Chapter 7. Distribution-Free Inequalities
- Chapter 8. Some Applications
- Bibliography
- Author Index
- Subject Index