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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2010 Volume 384, Pages 185–211 (Mi znsl3891)

This article is cited in 2 papers

Optimal substitution of arguments of an arrangement increasing function based on sufficient statistics for parameters-arguments

M. I. Revyakov

St. Petersburg, Russia

Abstract: The aim of this paper is to find the conditions under which optimal permutation of arguments of (goal) multivariate arrangement increasing functions of parameters of distributions must be realised, according to the same rule as if parameters-arguments ordering being the same as ordering of corresponding sufficient statistics.
Those results are used in the maximization problems of reliability of systems based on the test results of their components. Bibl. 16 titles.

Key words and phrases: ranking of populations, function of several vector-arguments, statistical decision function, monotonic likelihood ratio, concave loss function, reliability, tests.

UDC: 519

Received: 24.09.2010


 English version:
Journal of Mathematical Sciences (New York), 2011, 176:2, 209–223

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© Steklov Math. Inst. of RAS, 2024