Convex transformations of random variables:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Amsterdam
Mathematisch Centrum
1970
|
| Edition: | 2. ed. |
| Series: | Mathematisch Centrum <Amsterdam>: Mathematical Centre tracts
7 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Zugl.: Amsterdam, Univ., Diss., 1964 |
| Physical Description: | 116 S. |
Staff View
MARC
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| 245 | 1 | 0 | |a Convex transformations of random variables |c by W. R. van Zwet |
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| 264 | 1 | |a Amsterdam |b Mathematisch Centrum |c 1970 | |
| 300 | |a 116 S. | ||
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| 650 | 4 | |a Stochastic processes | |
| 650 | 4 | |a Transformations (Mathematics) | |
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Record in the Search Index
| _version_ | 1809312398903869440 |
|---|---|
| adam_text |
CONTENTS
Chapter Page
1 INTRODUCTION !
2 MOMENT INEQUALITIES
2.1 Preliminaries 6
2.2 Convex transforms 9
2.3 Antisymmetrical concave convex transforms 17
3 ORDER STATISTICS
3.1 Notation 23
3.2 Large sample properties 25
4 TWO WEAK ORDER RELATIONS FOR DISTRIBUTION FUNCTIONS
4.1 A weak ordering and an equivalence for the class *p 47
4.2 Properties of c ordered pairs of distributions 50
4.3 Examples of c ordering 54
4.3.1 c Comparison with the rectangular distribution 55
4.3.2 c Comparison with F*(x) = and F*(x) = 2Zi 55
X X
4.3.3 c Comparison with the exponential distribution 58
4.3.4 The maximal c chain of gamma distributions 60
4.4 A weak ordering for a class of symmetric distributions 64
4.5 Properties of s ordered pairs of distributions 67
4.6 Examples of s ordering 70
4.6.1 s Comparison with the rectangular distribution 70
4.6.2 The s chain of symmetric beta distributions 71
4.6.3 s Comparison of normal and logistic distributions 72
4.7 Generalization to other distributions 73
5 s COMPARISON WITH SYMMETRIC INVERSE BETA DISTRIBUTIONS
5.1 Symmetric inverse beta distributions 76
5.2 Inequalities for gamma and beta functions 79
5.3 Small sample inequalities 95
5.3.1 CAUCHY's distribution 99
5.3.2 Symmetric beta distributions 1O0
6 APPLICATIONS TO HYPOTHESIS TESTING AND ESTIMATION
6.1 Comparison of normal scores and WILCOXON tests 102
6.2 STUDENT'S test under non standard conditions 106
6.3 Efficiency of median and mean 1O9
REFERENCES 113 |
| any_adam_object | 1 |
| author | Zwet, Willem R. van 1934-2020 |
| author_GND | (DE-588)1064666418 |
| author_facet | Zwet, Willem R. van 1934-2020 |
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| author_sort | Zwet, Willem R. van 1934-2020 |
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| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
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| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| edition | 2. ed. |
| format | Book |
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| id | DE-604.BV008653410 |
| illustrated | Not Illustrated |
| indexdate | 2024-09-05T00:06:05Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-005695609 |
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| physical | 116 S. |
| publishDate | 1970 |
| publishDateSearch | 1970 |
| publishDateSort | 1970 |
| publisher | Mathematisch Centrum |
| record_format | marc |
| series2 | Mathematisch Centrum <Amsterdam>: Mathematical Centre tracts |
| spelling | Zwet, Willem R. van 1934-2020 Verfasser (DE-588)1064666418 aut Convex transformations of random variables by W. R. van Zwet 2. ed. Amsterdam Mathematisch Centrum 1970 116 S. txt rdacontent n rdamedia nc rdacarrier Mathematisch Centrum <Amsterdam>: Mathematical Centre tracts 7 Zugl.: Amsterdam, Univ., Diss., 1964 Convex domains Stochastic processes Transformations (Mathematics) (DE-588)4113937-9 Hochschulschrift gnd-content Mathematisch Centrum <Amsterdam> Mathematical Centre tracts 7 (DE-604)BV000893527 7 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005695609&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Zwet, Willem R. van 1934-2020 Convex transformations of random variables Convex domains Stochastic processes Transformations (Mathematics) |
| subject_GND | (DE-588)4113937-9 |
| title | Convex transformations of random variables |
| title_auth | Convex transformations of random variables |
| title_exact_search | Convex transformations of random variables |
| title_full | Convex transformations of random variables by W. R. van Zwet |
| title_fullStr | Convex transformations of random variables by W. R. van Zwet |
| title_full_unstemmed | Convex transformations of random variables by W. R. van Zwet |
| title_short | Convex transformations of random variables |
| title_sort | convex transformations of random variables |
| topic | Convex domains Stochastic processes Transformations (Mathematics) |
| topic_facet | Convex domains Stochastic processes Transformations (Mathematics) Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005695609&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000893527 |
| work_keys_str_mv | AT zwetwillemrvan convextransformationsofrandomvariables |