Results 11 to 20 of about 168,286 (265)
Mathematics, 2023 In this paper, we identify several relative ordering properties of the modified proportional hazard rate and modified proportional reversed hazard rate models.
Mansour Shrahili +2 more
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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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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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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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On stochastic orders and total positivity
ESAIM: Probability and Statistics, 2023 The usual stochastic order and the likelihood ratio order between probability distributions on the real line are reviewed in full generality. In addition, for the distribution of a random pair (X, Y), it is shown that the conditional distributions of Y, given X = x, are increasing in x with respect to the likelihood ratio order if and only if the joint
Lutz Dümbgen, Alexandre Mösching
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Mathematics, 2020 This paper deals with stochastic comparisons of two parallel (series) systems with Type II half logistic-resilience scale (TIIHL-RS) distribution components with different baseline distribution functions.
Junrui Wang, Rongfang Yan, Bin Lu
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Stein's Method and Stochastic Orderings [PDF]
Advances in Applied Probability, 2012 A stochastic ordering approach is applied with Stein's method for approximation by the equilibrium distribution of a birth-death process. The usual stochastic order and the more generals-convex orders are discussed. Attention is focused on Poisson and translated Poisson approximations of a sum of dependent Bernoulli random variables, for example,k-runs
Daly, FA, Lefèvre, C, Utev, S
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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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