Results 1 to 10 of about 1,063,535 (299)

Learning with Stochastic Orders [PDF]

CoRR, 2022
Code available at https://github.com/yair-schiff/stochastic-orders ...
Carles Domingo-Enrich, Yair Schiff, Youssef Mroueh   +2 more
core   +5 more sources

Directional Stochastic Orders with an Application to Financial Mathematics [PDF]

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, Miguel López-Díaz, Sergio Martínez-Fernández   +2 more
doaj   +2 more sources

Some Stochastic Orders over an Interval with Applications

Risks, 2023
In this article, we study stochastic orders over an interval. Mainly, we focus on orders related to the Laplace transform. The results are then applied to obtain a bound for heavy-tailed distributions and are illustrated by some examples.
Lazaros Kanellopoulos
doaj   +3 more sources

Tsallis Log-Scale-Location Models. Moments, Gini Index and Some Stochastic Orders

Mathematics, 2021
In this article we give theoretical results for different stochastic orders of a log-scale-location family which uses Tsallis statistics functions. These results describe the inequalities of moments or Gini index according to parameters.
Vasile Preda, Luigi-Ionut Catana
doaj   +3 more sources

Sufficient Conditions for Some Stochastic Orders of Discrete Random Variables with Applications in Reliability

Mathematics, 2022
In this paper we focus on providing sufficient conditions for some well-known stochastic orders in reliability but dealing with the discrete versions of them, filling a gap in the literature.
Félix Belzunce, Carolina Martínez-Riquelme, Magdalena Pereda   +2 more
doaj   +3 more sources

Multiuser Channels with Statistical CSI at the Transmitter: Fading Channel Alignments and Stochastic Orders, an Overview

Entropy, 2017
In this overview paper, we introduce an application of stochastic orders in wireless communications. In particular, we show how to use stochastic orders to investigate the ergodic capacity results for fast fading Gaussian memoryless multiuser channels ...
Pin-Hsun Lin, Eduard A. Jorswieck
doaj   +3 more sources

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
doaj   +1 more source

A Look at the Primary Order Preserving Properties of Stochastic Orders: Theorems, Counterexamples and Applications in Cognitive Psychology

Mathematics, 2022
In this paper, we prove that for a set of ten univariate stochastic orders including the usual order, a univariate stochastic order preserves either both, one or none of additivity and multiplication properties over the vector space of real-valued random
Mohsen Soltanifar
doaj   +1 more source

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
doaj   +1 more source

Stochastic Partial Orders, With Applications to Reliability [PDF]

The Egyptian Statistical Journal, 2000
Suppose each of two devices is subjected to shocks occurring randomly as events in a Poisson process with constant intensity . Let Pkdenote the probability that the first device will survive the first k shocks and Qkdenote such a probability for the ...
A. Ahmed, S. Mira
doaj   +1 more source