Results 21 to 30 of about 216 (90)
Three classes of decomposable distributions
Open Mathematics, 2020 In this work, we refine the results of Sendov and Shan [New representation theorems for completely monotone and Bernstein functions with convexity properties on their measures, J. Theor. Probab.
Jedidi Wissem +2 more
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Probability inequalities for END sequence and their applications
, 2011 Some probability inequalities for extended negatively dependent (END) sequence are provided. Using the probability inequalities, we present some moment inequalities, especially the Rosenthal-type inequality for END sequence.
A. Shen
semanticscholar +1 more source
Exponential inequalities for nonstationary Markov chains
Dependence Modeling, 2019 Exponential inequalities are main tools in machine learning theory. To prove exponential inequalities for non i.i.d random variables allows to extend many learning techniques to these variables.
Alquier Pierre +2 more
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Some estimations on continuous random variables for (k, s) −fractional integral operators
Moroccan Journal of Pure and Applied Analysis, 2020 In this work, we establish some new (k, s) −fractional integral inequalities of continuous random variables by using the (k, s) −Riemann-Liouville fractional integral operator.
Houas Mohamed
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Stochastic orders of log-epsilon-skew-normal distributions
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2022 The log-epsilon-skew-normal distributions family is generalized class of log-normal distribution. Is widely used to model non-negative data in many areas of applied research.
Catana Luigi-Ionut
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Stochastic orders for a multivariate Pareto distribution
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2021 In this article we give some theoretical results for equivalence between different stochastic orders of some kind multivariate Pareto distribution family.
Catana Luigi-Ionut
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Moment inequalities connected with accompanying Poisson laws in Abelian groups
International Journal of Mathematics and Mathematical Sciences, Volume 2003, Issue 44, Page 2771-2786, 2003., 2003 We obtain exact inequalities which connect moments of some functions of sums of independent random variables taking values in a measurable Abelian group and those for the accompanying infinitely divisible laws. Some applications to empirical processes are studied.
I. S. Borisov
wiley +1 more source
Are law-invariant risk functions concave on distributions?
Dependence Modeling, 2013 While it is reasonable to assume that convex combinations on the level of random variables lead to a reduction of risk (diversification effect), this is no more true on the level of distributions.
Acciaio Beatrice, Svindland Gregor
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Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference
Dependence Modeling, 2020 The energy distance and energy scores became important tools in multivariate statistics and multivariate probabilistic forecasting in recent years. They are both based on the expected distance of two independent samples. In this paper we study dependence
Bernard Carole, Müller Alfred
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On the Ohlin lemma for Hermite-Hadamard-Fejér type inequalities
, 2014 Using Ohlin’s Lemma [21] on convex stochastic ordering, we get a simple proof of known Hermite-Hadamard-Fejer type inequalities. We also prove new inequalities.
T. Rajba
semanticscholar +1 more source