Accession Number:

ADA148621

Title:

Bounding the Stochastic Performance of Continuum Structure Functions I.

Descriptive Note:

Technical rept.,

Corporate Author:

STATE UNIV OF NEW YORK AT STONY BROOK DEPT OF APPLIED MATHEMATICS AND STATISTICS

Personal Author(s):

Report Date:

1984-10-01

Pagination or Media Count:

18.0

Abstract:

A continuum structure function gamma is a nondecreasing mapping from the unit hypercube to the unit interval. Minimal path cut sets of upper lower simple continuum structure functions are introduced and are used to determine bounds on the distribution of gamma X when X is a vector of associated random variables and when is right left-continuous. It is shown that, if gamma admits of a modular decomposition, improved bounds may be obtained. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE