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Multivariate majorization and rearrangement inequalities with some applications to probability and statistics

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Abstract

Multivariate generalizations of the concept of a Schur convex-function are defined and characterized. These characterizations are shown to be useful in obtaining majorization and rearrangement inequalities. We give simple derivations of known results as well as new ones with applications in probability and statistics.

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Authors and Affiliations

  1. The Weizmann Institute of Science, Rehovot, Israel

    Yossef Rinott

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  1. Yossef Rinott
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Rinott, Y. Multivariate majorization and rearrangement inequalities with some applications to probability and statistics. Israel J. Math. 15, 60–77 (1973). https://doi.org/10.1007/BF02771774

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  • DOI: https://doi.org/10.1007/BF02771774

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