The Maseeh Mathematics & Statistics
Colloquium Series.

<< Series Listing 

Date and time: Friday, October 30, 2009  3:15 PM
Room: NH 209
Speaker: Yaming Yu, Department of Statistics, University of California, Irvine
www.ics.uci.edu/~yamingy/
Title: Weighted sums, stochastic orders, and entropy

Abstract: Some stochastic inequalities are presented for weighted sums of i.i.d. random variables. The main inequalities are derived using majorization techniques under certain log-concavity assumptions. Related results comparing distributions according to Shannon entropy are also discussed.