Multivariate Increasing Failure Rate Average Distributions

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Increasing Interdependence in Multivariate Distributions

This paper compares n-dimensional random vectors in terms of their interdependence. We adopt the stochastic dominance approach, relating orderings of interdependence expressed directly in terms of joint probability distributions to orderings expressed indirectly through properties of objective functions whose expectations are used to evaluate distributions. Since the expected values of additive...

متن کامل

Increasing interdependence of multivariate distributions

In many economic contexts, it is of interest to know whether one set of random variables displays a greater degree of interdependence than another. Orderings of interdependence are useful in the assessment of ex post inequality under uncertainty; in comparisons of multidimensional inequality; in assessments of the degree of conformity of behavior in social learning situations; in comparisons of...

متن کامل

A Note on Probability Distributions with Increasing Generalized Failure Rates

X has an increasing generalized failure rate (IGFR) and is an IGFR distribution if g is weakly increasing for all such that < 1. Decreasing failure rate (DFR) or decreasing generalized failure rate (DGFR) distributions can be defined analogously. Clearly, if X is IFR it is also IGFR, but the reverse need not hold; many DFR distributions are IGFR. Pricing a service illustrates the use of IGFR di...

متن کامل

New results concerning probability distributions with increasing generalized failure rates

Lariviere and Porteus (2001) introduce the concept of generalized failure rate of a continuous random variable and demonstrate its importance. If the valuation distribution of a product has an increasing generalized failure rate (that is, the distribution is IGFR), then the associated revenue function is unimodal, and when the generalized failure rate is strictly increasing, the global maximum ...

متن کامل

Concentration Inequalities for Multivariate Distributions: I. Multivariate Norivial Distributions

Let X rv Np(O, E), the p-variate normal distribution with mean °and positive definite covariance matrix .E. Anderson (1955) showed that if .E2 .E1 is positive semidefinite then PEl (C) 2: P E2(C) for every centrally symmetric (-C = convex set C ~ RP. Fefferman, Jodeit, and Perlman (1972) extended this result to elliptically contoured distributions. In the present paper similar multivariate f f"...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: The Annals of Probability

سال: 1980

ISSN: 0091-1798

DOI: 10.1214/aop/1176994666