Some recent developments on majorization inequalities in probability and statistics
type: Item
instance of: scholarly article
title: Some recent developments on majorization inequalities in probability and statistics
zbMATH Open document ID: 0796.60021
DOI: 10.1016/0024-3795(94)90342-5
author: Y. L. Tong
published in: Linear Algebra and its Applications
publication date: 1994-05-09T00:00:00Z
review text: The author reviews some recent developments on majorization inequalities in probability and statistics. He describes some related generalizations, including majorization in an integral form, multivariate majorization, stochastic majorization, and other related orderings (including the Lorenz ordering and the arrangement increasing ordering) and he states some results. He discusses partial orderings of probability contents of certain classes of geometric regions in \({\mathbb{R}}^ n\) via a majorization ordering of their parameter vectors, and he deals with some applications of majorization theory to dependence and peakedness orderings of random variables. In most cases the described results became available since the publication of the book by \textit{A. W. Marshall} and \textit{I. Olkin} [Inequalities: Theory of majorization and its applications (1979; Zbl 0437.26007)].
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 566091
zbMATH Keywords: majorization inequalities
zbMATH Keywords: multivariate majorization
zbMATH Keywords: stochastic majorization
zbMATH Keywords: orderings
zbMATH Keywords: orderings of random variables
reviewed by: Moshe Shaked
MaRDI profile type: Publication
full work available at URL: 0024-3795(94)90342-5
OpenAlex ID: W2066622234
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description: scientific article; zbMATH DE number 566091