Access

You are not currently logged in.

Access your personal account or get JSTOR access through your library or other institution:

login

Log in to your personal account or through your institution.

If You Use a Screen Reader

This content is available through Read Online (Free) program, which relies on page scans. Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.

Entropy Inequalities for Classes of Probability Distributions II. The Multivariate Case

Samuel Karlin and Yosef Rinott
Advances in Applied Probability
Vol. 13, No. 2 (Jun., 1981), pp. 325-351
DOI: 10.2307/1426687
Stable URL: http://www.jstor.org/stable/1426687
Page Count: 27
  • Read Online (Free)
  • Subscribe ($19.50)
  • Cite this Item
Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Entropy Inequalities for Classes of Probability Distributions II. The Multivariate Case
Preview not available

Abstract

In this paper we continue our investigation of entropy comparisons with emphasis on multivariate distributions. For multiparameter cases of the multinomial and negative multinomial distributions we consider various higher-order forms of multivariate convexity. For the multinormal, Wishart, and t-distributions we define a partial ordering on the set of covariance matrices and determine monotonicity of the entropy functional. We further indicate some entropy inequalities for different sampling schemes. Because of the complex nature of multivariate partial ordering relations several problems remain open.

Page Thumbnails

  • Thumbnail: Page 
325
    325
  • Thumbnail: Page 
326
    326
  • Thumbnail: Page 
327
    327
  • Thumbnail: Page 
328
    328
  • Thumbnail: Page 
329
    329
  • Thumbnail: Page 
330
    330
  • Thumbnail: Page 
331
    331
  • Thumbnail: Page 
332
    332
  • Thumbnail: Page 
333
    333
  • Thumbnail: Page 
334
    334
  • Thumbnail: Page 
335
    335
  • Thumbnail: Page 
336
    336
  • Thumbnail: Page 
337
    337
  • Thumbnail: Page 
338
    338
  • Thumbnail: Page 
339
    339
  • Thumbnail: Page 
340
    340
  • Thumbnail: Page 
341
    341
  • Thumbnail: Page 
342
    342
  • Thumbnail: Page 
343
    343
  • Thumbnail: Page 
344
    344
  • Thumbnail: Page 
345
    345
  • Thumbnail: Page 
346
    346
  • Thumbnail: Page 
347
    347
  • Thumbnail: Page 
348
    348
  • Thumbnail: Page 
349
    349
  • Thumbnail: Page 
350
    350
  • Thumbnail: Page 
351
    351