Results 11 to 20 of about 1,268,116 (331)
Comparing Residual Lives and Inactivity Times by Transform Stochastic Orders [PDF]
IEEE Transactions on Reliability, 2017 Comparisons of residual lives and inactivity times is an important topic in reliability. In this framework, our purpose is twofold. First, we interpret a family of stochastic orders, known in the literature as transform stochastic orderings, in terms of ...
Antonio Arriaza +2 more
exaly +3 more sources
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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Transform orders and stochastic monotonicity of statistical functionals [PDF]
Scandinavian Journal of Statistics, 2021 In some inferential statistical methods, such as tests and confidence intervals, it is important to describe the stochastic behavior of statistical functionals, aside from their large sample properties.
T. Lando, Idir Arab, P. E. Oliveira
semanticscholar +4 more sources
New Classes of Priors Based on Stochastic Orders and Distortion Functions
Bayesian Analysis, 2016 . In the context of robust Bayesian analysis, we introduce a new class of prior distributions based on stochastic orders and distortion functions. We provide the new definition, its interpretation and the main properties and we also study the relationship
Fabrizio Ruggeri +1 more
exaly +2 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
Transience and recurrence of sets for branching random walk via non-standard stochastic orders [PDF]
Annales De L Institut Henri Poincare-probabilites Et Statistiques, 2020 We study how the recurrence and transience of space-time sets for a branching random walk on a graph depends on the offspring distribution. Here, we say that a space-time set $A$ is recurrent if it is visited infinitely often almost surely on the event ...
Tom Hutchcroft
semanticscholar +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
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An Expository Note on Unit - Gompertz Distribution with Applications
Statistica, 2021 In a recent paper, Mazucheli et al. (2019) introduced the unit-Gompertz (UG) distribution and studied some of its properties. It is a continuous distribution with bounded support, and hence may be useful for modelling life-time phenomena.
Mohammed Zafar Anis, Debsurya De
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The Family of Alpha,[a,b] Stochastic Orders: Risk vs. Expected Value [PDF]
Journal of Mathematical Economics, 2019 In this paper we provide a novel family of stochastic orders, which we call the $\alpha,[a,b]$-concave stochastic orders, that generalizes second order stochastic dominance.
Bar Light, Andrés Perlroth
semanticscholar +1 more source
Second-order stochastic comparisons of order statistics [PDF]
Statistics, 2021 We study the problem of comparing ageing patterns of the lifetime of k-out-of-n systems. Mathematically, this reduces to being able to decide about a stochastic ordering relationship between different order statistics. We discuss such relationships with respect to second-order stochastic dominance, obtaining characterizations through the verification ...
Lando, Tommaso +2 more
openaire +3 more sources