Laurent Truffet (2003)
Kybernetika
In this paper we are exploiting some similarities between Markov and Bellman processes and we introduce the main concepts of the paper: comparison of performance measures, and monotonicity of Bellman chains. These concepts are used to establish the main result of this paper dealing with comparison of Bellman chains.
Oluyede, Broderick O. (2002)
JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only]
Sharma, R., Shandil, R.G., Devi, S., Dutta, M. (2004)
JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only]
Akkouchi, M. (2004)
Mathematica Pannonica
Nikos E. Frangos, Peter Imkeller (1988)
Annales de l'I.H.P. Probabilités et statistiques
Barnett, N.S., Cerone, P., Dragomir, S.S., Roumeliotis, J. (2001)
JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only]
Barnett, N.S., Cerone, P., Dragomir, S.S., Roumeliotis, J. (2000)
JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only]
Abram Kagan, Tinghui Yu (2008)
Applications of Mathematics
Zamir showed in 1998 that the Stam classical inequality for the Fisher information (about a location parameter) for independent random variables , is a simple corollary of basic properties of the Fisher information (monotonicity, additivity and a reparametrization formula). The idea of his proof works for a special case of a general (not necessarily location) parameter. Stam type inequalities are obtained for the Fisher information in a multivariate observation depending on a univariate location...
Bianchi, Monica, Torriero, Anna (2000)
Journal of Inequalities and Applications [electronic only]
S.H. Ong (1987)
Metrika
Agbeko, N.K. (2006)
JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only]
Oldřich Kropáč (1982)
Aplikace matematiky
In the paper the basic analytical properties of the MacDonald function (the modified Bessel function of the second kind) are summarized and the properties of some subclasses of distribution functions based on MacDonald function, especially of the types and are discussed. The distribution functions mentioned are useful for analytical modelling of composed (mixed) distributions, especially for products of random variables having distributions of the exponential type. Extensive and useful applications...
Panaretos, J. (1989)
International Journal of Mathematics and Mathematical Sciences
Kondo, Hitoshi, Maejima, Makoto, Sato, Ken-Iti (2006)
Electronic Communications in Probability [electronic only]
Magdalena Benduch-Frąszczak (2010)
Applicationes Mathematicae
Marshall and Olkin (1997) introduced a new family of distributions by adding a tilt parameter. The same family was obtained by Kirmani and Gupta (2001) as the proportional odds model, which had been proposed by Clayton (1974). In this paper, stochastic ordering of distributions from this class and preservation of classes of life distributions by adding a parameter are obtained. The proportional odds family is also considered as a family of weighted distributions.
L. Mailhot (1988)
Applicationes Mathematicae
A. Kumar, P. K. Pathak (1976)
Colloquium Mathematicae
Paweł Wolff (2007)
Bulletin of the Polish Academy of Sciences. Mathematics
We investigate the subadditivity property (also known as the tensorization property) of φ-entropy functionals and their iterations. In particular we show that the only iterated φ-entropies with the tensorization property are iterated variances. This is a complement to the result due to Latała and Oleszkiewicz on characterization of the standard φ-entropies with the tensorization property.
F. Barthe, B. Maurey (2000)
Annales de l'I.H.P. Probabilités et statistiques
Lesley, F.D., Rotar, V.I. (2003)
JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only]