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Bounding the stochastic performance of continuum structure functions. II

Published online by Cambridge University Press:  14 July 2016

Laurence A. Baxter  and
Chul Kim
Laurence A. Baxter*
Affiliation:
State University of New York at Stony Brook
Chul Kim
Affiliation:
State University of New York at Stony Brook
*
∗Postal address: Department of Applied Mathematics and Statistics, State University of New York at Stony Brook, Stony Brook, NY 11794, USA.
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Abstract

A continuum structure function γ is a non-decreasing mapping from the unit hypercube to the unit interval. Block and Savits (1984) use the sets and to determine bounds on the distribution of γ (X) when X is a vector of associated random variables. It is shown that, if γ admits of a modular decomposition, improved bounds may be obtained.

Keywords

MODULAR DECOMPOSITIONASSOCIATED RANDOM VARIABLE
Type
Research Papers
Information
Journal of Applied Probability , Volume 24 , Issue 3 , September 1987 , pp. 609 - 618
Copyright
Copyright © Applied Probability Trust 1987 

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Footnotes

∗∗

Present address: Agency for Defense Development, P.O. Box 35, Daejeon, Korea.

Research supported by the National Science Foundation under grant ECS-8306871 and by the Air Force Office of Scientific Research, AFSC, USAF, under grant AFOSR-84-0243. The US Government is authorised to reproduce and distribute reprints for Governmental purposes notwithstanding any copyright notation thereon.

References

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