Results 11 to 20 of about 1,120,364 (167)
Mathematics, 2022 In this article, we introduce and study a new stochastic order of multivariate distributions, namely, the conditional likelihood ratio order. The proposed order and other stochastic orders are analyzed in the case of a bivariate exponential distributions
Luigi-Ionut Catana, Vasile Preda
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The Leader Property in Quasi Unidimensional Cases
Mathematics, 2022 The following problem was studied: let Zjj≥1 be a sequence of i.i.d. d-dimensional random vectors. Let F be their probability distribution and for every n≥1 consider the sample Sn={Z1,Z2,…,Zn}.
Anișoara Maria Răducan +1 more
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RELATIONS BETWEEN STOCHASTIC ORDERINGS AND GENERALIZED STOCHASTIC PRECEDENCE [PDF]
Probability in the Engineering and Informational Sciences, 2015 The concept of stochastic precedence between two real-valued random variables has often emerged in different applied frameworks. In this paper, we analyze several aspects of a more general, and completely natural, concept of stochastic precedence that also had appeared in the literature.
DE SANTIS, Emilio +2 more
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The concept of stochastic dominance in ranking investment alternatives [PDF]
Ekonomski Anali, 2005 In order to rank investments under uncertainty, the most widely used method is mean variance analysis. Stochastic dominance is an alternative concept which ranks investments by using the whole distribution function.
Trifunović Dejan
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Directional Stochastic Orders with an Application to Financial Mathematics
Mathematics, 2021 Relevant integral stochastic orders share a common mathematical model, they are defined by generators which are made up of increasing functions on appropriate directions. Motivated by the aim to provide a unified study of those orders, we introduce a new
María Concepción López-Díaz +2 more
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Stochastic Order for a Multivariate Uniform Distributions Family
Mathematics, 2020 In this article we give sufficient conditions for stochastic order of multivariate uniform distributions on closed convex sets.
Luigi-Ionut Catana, Anisoara Raducan
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The Annals of Probability, 1978 A probability measure $P$ on a partially ordered Polish space $E$ is called stochastically smaller than $Q$ (notation: $P \leqslant Q$) if $\int f dP \leqslant \int f dQ$ holds for all bounded increasing measurable $f$. We investigate the question when for a stochastically increasing family $\{P_t, t \in \mathbb{R}\}$ there exists an increasing process
Kamae, T., Krengel, U.
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Second order reflected backward stochastic differential equations [PDF]
, 2013 In this article, we build upon the work of Soner, Touzi and Zhang [Probab. Theory Related Fields 153 (2012) 149-190] to define a notion of a second order backward stochastic differential equation reflected on a lower c\`adl\`ag obstacle.
Matoussi, Anis +2 more
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Stochastic Orderings of the Idle Time of Inactive Standby Systems
Mathematics, 2023 In this paper, we consider a failed cold standby system and obtain stochastic bounds on the idle time of such systems. We state and prove that if the last spare in the system is exponentially distributed and if the components have log-concave lifetime ...
Mansour Shrahili, Mohamed Kayid
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Antisymmetry of the Stochastical Order on all Ordered Topological Spaces
Analysis and Geometry in Metric Spaces, 2019 In this short note, we prove that the stochastic order of Radon probability measures on any ordered topological space is antisymmetric. This has been known before in various special cases. We give a simple and elementary proof of the general result.
Fritz Tobias
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