Results 11 to 20 of about 794,053 (259)
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
doaj +1 more source
Stochastic Comparisons of Weighted Distributions and Their Mixtures
Entropy, 2020 In this paper, various stochastic ordering properties of a parametric family of weighted distributions and the associated mixture model are developed. The effect of stochastic variation of the output random variable with respect to the parameter and/or ...
Abdulhakim A. Albabtain +3 more
doaj +1 more source
The Marshall-Olkin Odd Burr III-G Family: Theory, Estimation, and Engineering Applications
IEEE Access, 2021 We propose a new flexible class called the Marshall-Olkin odd Burr III family for generating continuous distributions and derive some of its statistical properties.
Ahmed Z. Afify +5 more
doaj +1 more source
Ohlin and Levin–Stečkin-Type Results for Strongly Convex Functions
Annales Mathematicae Silesianae, 2020 Counterparts of the Ohlin and Levin–Stečkin theorems for strongly convex functions are proved. An application of these results to obtain some known inequalities related with strongly convex functions in an alternative and unified way is presented.
Nikodem Kazimierz, Rajba Teresa
doaj +1 more source
Axioms, 2023 In this paper, we suggest a brand new extension of the inverse Lomax distribution for fitting engineering time data. The newly developed distribution, termed the transmuted Topp–Leone inverse Lomax (TTLILo) distribution, is characterized by an additional
Salem A. Alyami +3 more
doaj +1 more source
Reversing conditional orderings [PDF]
, 2013 We analyze some specific aspects concerning conditional orderings and relations among them. To this purpose we define a suitable concept of reversed conditional ordering and prove some related results.
Fabio Spizzichino +3 more
core +1 more source
Assessing non-convex value functions for the optimal control of stochastic differential equations
Results in Control and Optimization, 2022 Solving the optimal control of stochastic differential equations (SDEs) using the dynamic programming method requires writing the problem in terms of the so-called value function. This paper presents conditions to assure that the value function is convex
Elmer Lévano +2 more
doaj +1 more source
On capital allocation for stochastic arrangement increasing actuarial risks
Dependence Modeling, 2017 This paper studies the increasing convex ordering of the optimal discounted capital allocations for stochastic arrangement increasing risks with stochastic arrangement decreasing occurrence times. The application to optimal allocation of policy limits is
Pan Xiaoqing, Li Xiaohu
doaj +1 more source
Multiperiod ordering model with put option contracts under inflation [PDF]
E3S Web of Conferences, 2021 This paper considers the rising price and the shrinking demand caused by the inflation. To manage these above risks, the firm has a chance to place two types of orders in each period, viz., the firm order and the put options order.
Wan Nana, Li Li
doaj +1 more source
Stochastic orderings induced by star-shaped functions
International Journal of Mathematics and Mathematical Sciences, 1991 The non-decreasing functions whicl are star-shaped and supported above at each point of a non-empty closed proper subset of the real line induce an ordering, on the class of distribution functions with finite first moments, that is strictly weaker than ...
Henry A. Krieger
doaj +1 more source