On the distance between convex-ordered random variables, with applications
Simple approximation techniques are developed exploiting relationships between generalized convex orders and appropriate probability metrics. In particular, the distance between s-convex ordered random variables is investigated. Results connecting positive or negative dependence concepts and convex...
Gespeichert in:
| Veröffentlicht in: | Advances in applied probability 2002-06, Vol.34 (2), p.349-374 |
|---|---|
| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | eng |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| container_end_page | 374 |
|---|---|
| container_issue | 2 |
| container_start_page | 349 |
| container_title | Advances in applied probability |
| container_volume | 34 |
| creator | Boutsikas, Michael V. Vaggelatou, Eutichia |
| description | Simple approximation techniques are developed exploiting relationships between generalized convex orders and appropriate probability metrics. In particular, the distance between s-convex ordered random variables is investigated. Results connecting positive or negative dependence concepts and convex ordering are also presented. These results lead to approximations and bounds for the distributions of sums of positively or negatively dependent random variables. Applications and extensions of the main results pertaining to compound Poisson, normal and exponential approximation are provided as well. |
| doi_str_mv | 10.1239/aap/1025131222 |
| format | Article |
| fullrecord | <record><control><sourceid>jstor_proje</sourceid><recordid>TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_aap_1025131222</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><cupid>10_1239_aap_1025131222</cupid><jstor_id>1428292</jstor_id><sourcerecordid>1428292</sourcerecordid><originalsourceid>FETCH-LOGICAL-c298t-6fec8f60a2daac39fbcd5addebfcee8e6f44e7a20b38b5243e5780d40edde0cd3</originalsourceid><addsrcrecordid>eNp1kL1PwzAQxS0EEqWwMjFEzKTYzpezgSo-VakLnaOLfaGO0jjYbgv_PakatQNiOt3du987PUKuGZ0wHuX3AN09ozxhEeOcn5ARi7MkTGkan5IRpZSFIs3EOblwru7bKBN0RN7nbeCXGCjtPLQSgxL9FrENpGk3-B0aq9CiCiy0yqyCDVgNZYPuLthqvwyg6xotwWvTuktyVkHj8GqoY7J4fvqYvoaz-cvb9HEWSp4LH6YVSlGlFLgCkFFelVIloBSWlUQUmFZxjBlwWkaiTHgcYdJ_qmKKvYZKFY3Jw57bWVOj9LiWjVZFZ_UK7E9hQBfTxWyYDqXPpjhm0yNuD4ivNTpf1GZt2_7rgjOWJjSJRC-a7EXSGucsVgcLRotd4n-pN_uD2nljj-qYC57v1nTgwaq0Wn3i0fUf4i8cmI9E</addsrcrecordid><sourcetype>Open Access Repository</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype><pqid>211650538</pqid></control><display><type>article</type><title>On the distance between convex-ordered random variables, with applications</title><source>JSTOR Mathematics & Statistics</source><source>JSTOR Archive Collection A-Z Listing</source><creator>Boutsikas, Michael V. ; Vaggelatou, Eutichia</creator><creatorcontrib>Boutsikas, Michael V. ; Vaggelatou, Eutichia</creatorcontrib><description>Simple approximation techniques are developed exploiting relationships between generalized convex orders and appropriate probability metrics. In particular, the distance between s-convex ordered random variables is investigated. Results connecting positive or negative dependence concepts and convex ordering are also presented. These results lead to approximations and bounds for the distributions of sums of positively or negatively dependent random variables. Applications and extensions of the main results pertaining to compound Poisson, normal and exponential approximation are provided as well.</description><identifier>ISSN: 0001-8678</identifier><identifier>EISSN: 1475-6064</identifier><identifier>DOI: 10.1239/aap/1025131222</identifier><identifier>CODEN: AAPBBD</identifier><language>eng</language><publisher>Cambridge, UK: Cambridge University Press</publisher><subject>60E15 ; 60F05 ; 62E17 ; 62E20 ; ageing distributions ; Applications ; Approximation ; Arithmetic ; Central limit theorem ; compound Poisson approximation ; exponential approximation ; General Applied Probability ; geometric convolutions ; Lead ; Mathematical inequalities ; Mathematical theorems ; negative dependence ; Perceptron convergence procedure ; positive dependence ; Probabilities ; Probability ; probability metrics ; Random variables ; rate of convergence in CLT ; Stochastic models ; Stochastic orders of convex type ; Studies ; Theory</subject><ispartof>Advances in applied probability, 2002-06, Vol.34 (2), p.349-374</ispartof><rights>Copyright © Applied Probability Trust 2002</rights><rights>Copyright 2002 Applied Probability Trust</rights><rights>Copyright Applied Probability Trust Jun 2002</rights><lds50>peer_reviewed</lds50><woscitedreferencessubscribed>false</woscitedreferencessubscribed><citedby>FETCH-LOGICAL-c298t-6fec8f60a2daac39fbcd5addebfcee8e6f44e7a20b38b5243e5780d40edde0cd3</citedby><cites>FETCH-LOGICAL-c298t-6fec8f60a2daac39fbcd5addebfcee8e6f44e7a20b38b5243e5780d40edde0cd3</cites></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktopdf>$$Uhttps://www.jstor.org/stable/pdf/1428292$$EPDF$$P50$$Gjstor$$H</linktopdf><linktohtml>$$Uhttps://www.jstor.org/stable/1428292$$EHTML$$P50$$Gjstor$$H</linktohtml><link.rule.ids>230,314,780,784,803,832,885,27923,27924,58016,58020,58249,58253</link.rule.ids></links><search><creatorcontrib>Boutsikas, Michael V.</creatorcontrib><creatorcontrib>Vaggelatou, Eutichia</creatorcontrib><title>On the distance between convex-ordered random variables, with applications</title><title>Advances in applied probability</title><addtitle>Advances in Applied Probability</addtitle><description>Simple approximation techniques are developed exploiting relationships between generalized convex orders and appropriate probability metrics. In particular, the distance between s-convex ordered random variables is investigated. Results connecting positive or negative dependence concepts and convex ordering are also presented. These results lead to approximations and bounds for the distributions of sums of positively or negatively dependent random variables. Applications and extensions of the main results pertaining to compound Poisson, normal and exponential approximation are provided as well.</description><subject>60E15</subject><subject>60F05</subject><subject>62E17</subject><subject>62E20</subject><subject>ageing distributions</subject><subject>Applications</subject><subject>Approximation</subject><subject>Arithmetic</subject><subject>Central limit theorem</subject><subject>compound Poisson approximation</subject><subject>exponential approximation</subject><subject>General Applied Probability</subject><subject>geometric convolutions</subject><subject>Lead</subject><subject>Mathematical inequalities</subject><subject>Mathematical theorems</subject><subject>negative dependence</subject><subject>Perceptron convergence procedure</subject><subject>positive dependence</subject><subject>Probabilities</subject><subject>Probability</subject><subject>probability metrics</subject><subject>Random variables</subject><subject>rate of convergence in CLT</subject><subject>Stochastic models</subject><subject>Stochastic orders of convex type</subject><subject>Studies</subject><subject>Theory</subject><issn>0001-8678</issn><issn>1475-6064</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2002</creationdate><recordtype>article</recordtype><recordid>eNp1kL1PwzAQxS0EEqWwMjFEzKTYzpezgSo-VakLnaOLfaGO0jjYbgv_PakatQNiOt3du987PUKuGZ0wHuX3AN09ozxhEeOcn5ARi7MkTGkan5IRpZSFIs3EOblwru7bKBN0RN7nbeCXGCjtPLQSgxL9FrENpGk3-B0aq9CiCiy0yqyCDVgNZYPuLthqvwyg6xotwWvTuktyVkHj8GqoY7J4fvqYvoaz-cvb9HEWSp4LH6YVSlGlFLgCkFFelVIloBSWlUQUmFZxjBlwWkaiTHgcYdJ_qmKKvYZKFY3Jw57bWVOj9LiWjVZFZ_UK7E9hQBfTxWyYDqXPpjhm0yNuD4ivNTpf1GZt2_7rgjOWJjSJRC-a7EXSGucsVgcLRotd4n-pN_uD2nljj-qYC57v1nTgwaq0Wn3i0fUf4i8cmI9E</recordid><startdate>200206</startdate><enddate>200206</enddate><creator>Boutsikas, Michael V.</creator><creator>Vaggelatou, Eutichia</creator><general>Cambridge University Press</general><general>Applied Probability Trust</general><scope>AAYXX</scope><scope>CITATION</scope><scope>7SC</scope><scope>8FD</scope><scope>JQ2</scope><scope>L7M</scope><scope>L~C</scope><scope>L~D</scope></search><sort><creationdate>200206</creationdate><title>On the distance between convex-ordered random variables, with applications</title><author>Boutsikas, Michael V. ; Vaggelatou, Eutichia</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c298t-6fec8f60a2daac39fbcd5addebfcee8e6f44e7a20b38b5243e5780d40edde0cd3</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2002</creationdate><topic>60E15</topic><topic>60F05</topic><topic>62E17</topic><topic>62E20</topic><topic>ageing distributions</topic><topic>Applications</topic><topic>Approximation</topic><topic>Arithmetic</topic><topic>Central limit theorem</topic><topic>compound Poisson approximation</topic><topic>exponential approximation</topic><topic>General Applied Probability</topic><topic>geometric convolutions</topic><topic>Lead</topic><topic>Mathematical inequalities</topic><topic>Mathematical theorems</topic><topic>negative dependence</topic><topic>Perceptron convergence procedure</topic><topic>positive dependence</topic><topic>Probabilities</topic><topic>Probability</topic><topic>probability metrics</topic><topic>Random variables</topic><topic>rate of convergence in CLT</topic><topic>Stochastic models</topic><topic>Stochastic orders of convex type</topic><topic>Studies</topic><topic>Theory</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Boutsikas, Michael V.</creatorcontrib><creatorcontrib>Vaggelatou, Eutichia</creatorcontrib><collection>CrossRef</collection><collection>Computer and Information Systems Abstracts</collection><collection>Technology Research Database</collection><collection>ProQuest Computer Science Collection</collection><collection>Advanced Technologies Database with Aerospace</collection><collection>Computer and Information Systems Abstracts Academic</collection><collection>Computer and Information Systems Abstracts Professional</collection><jtitle>Advances in applied probability</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Boutsikas, Michael V.</au><au>Vaggelatou, Eutichia</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>On the distance between convex-ordered random variables, with applications</atitle><jtitle>Advances in applied probability</jtitle><addtitle>Advances in Applied Probability</addtitle><date>2002-06</date><risdate>2002</risdate><volume>34</volume><issue>2</issue><spage>349</spage><epage>374</epage><pages>349-374</pages><issn>0001-8678</issn><eissn>1475-6064</eissn><coden>AAPBBD</coden><abstract>Simple approximation techniques are developed exploiting relationships between generalized convex orders and appropriate probability metrics. In particular, the distance between s-convex ordered random variables is investigated. Results connecting positive or negative dependence concepts and convex ordering are also presented. These results lead to approximations and bounds for the distributions of sums of positively or negatively dependent random variables. Applications and extensions of the main results pertaining to compound Poisson, normal and exponential approximation are provided as well.</abstract><cop>Cambridge, UK</cop><pub>Cambridge University Press</pub><doi>10.1239/aap/1025131222</doi><tpages>26</tpages></addata></record> |
| fulltext | fulltext |
| identifier | ISSN: 0001-8678 |
| ispartof | Advances in applied probability, 2002-06, Vol.34 (2), p.349-374 |
| issn | 0001-8678 1475-6064 |
| language | eng |
| recordid | cdi_projecteuclid_primary_oai_CULeuclid_euclid_aap_1025131222 |
| source | JSTOR Mathematics & Statistics; JSTOR Archive Collection A-Z Listing |
| subjects | 60E15 60F05 62E17 62E20 ageing distributions Applications Approximation Arithmetic Central limit theorem compound Poisson approximation exponential approximation General Applied Probability geometric convolutions Lead Mathematical inequalities Mathematical theorems negative dependence Perceptron convergence procedure positive dependence Probabilities Probability probability metrics Random variables rate of convergence in CLT Stochastic models Stochastic orders of convex type Studies Theory |
| title | On the distance between convex-ordered random variables, with applications |
| url | https://sfx.bib-bvb.de/sfx_tum?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2025-01-09T07%3A23%3A23IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-jstor_proje&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.genre=article&rft.atitle=On%20the%20distance%20between%20convex-ordered%20random%20variables,%20with%20applications&rft.jtitle=Advances%20in%20applied%20probability&rft.au=Boutsikas,%20Michael%20V.&rft.date=2002-06&rft.volume=34&rft.issue=2&rft.spage=349&rft.epage=374&rft.pages=349-374&rft.issn=0001-8678&rft.eissn=1475-6064&rft.coden=AAPBBD&rft_id=info:doi/10.1239/aap/1025131222&rft_dat=%3Cjstor_proje%3E1428292%3C/jstor_proje%3E%3Curl%3E%3C/url%3E&disable_directlink=true&sfx.directlink=off&sfx.report_link=0&rft_id=info:oai/&rft_pqid=211650538&rft_id=info:pmid/&rft_cupid=10_1239_aap_1025131222&rft_jstor_id=1428292&rfr_iscdi=true |