Results 241 to 250 of about 237,776 (294)

RESIDUAL STOCHASTIC PRECEDENCE ORDER

Probability in the Engineering and Informational Sciences, 2020
The aim of this paper is to introduce a new stochastic order based on the residual lifetimes of two nonnegative dependent random variables and the stochastic precedence order. We develop some characterizations and preservation properties of this stochastic order.
Amit Kumar Misra   +2 more
openaire   +2 more sources

Global Dependence Stochastic Orders

Methodology and Computing in Applied Probability, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Shaked, Moshe   +2 more
openaire   +1 more source

Stochastic semi-orders

Journal of Economic Theory, 2021
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +1 more source

Stochastic ordering of order statistics

Journal of Applied Probability, 1991
If Xi, i = 1, ···, n are independent exponential random variables with parameters λ1, · ··, λ n, and if Yi, i = 1, ···, n are independent exponential random variables with common parameter equal to (λ1 + · ·· + λ n)/n, then there is a monotone coupling of the order statistics X(1), · ··, X(n) and Y(1), · ··, Y(n); that is, it is possible to construct ...
Barbour, A D, Lindvall, T, Rogers, L
openaire   +2 more sources

Sequential Order Statistics: Ageing and Stochastic Orderings

Methodology and Computing in Applied Probability, 2011
The authors identify conditions, on the distribution functions that underlie sequential order statistics, which yield various stochastic comparisons of the corresponding sequential order statistics. They also derive sufficient conditions under which sequential order statistics have various aging properties such as increasing failure rates, increasing ...
Torrado, Nuria   +2 more
openaire   +2 more sources

Convexification of stochastic ordering. [PDF]

open access: possible, 2004
In this paper sets defined by first order stochastic dominance constraints are considered. The authors impose rather general assumptions in order to prove that in the space of integrable random variables the closed convex hull of the set of the usual stochastic ordering relation is equal to the set defined by the second order stochastic dominance ...
Darinka Dentcheva, Andrzej Ruszczynski
openaire   +1 more source

Noise Induced Order: Stochastic Resonance

International Journal of Bifurcation and Chaos, 1998
We investigate stochastic resonance in the framework of information theory. Input signals are taken from an electronic circuit and output signals are produced by a Schmitt trigger. These electronic signals are analyzed with respect to their informational contents.
Schimansky-Geier, Lutz   +3 more
openaire   +1 more source

GENERALIZED STOCHASTIC CONVEXITY AND STOCHASTIC ORDERINGS OF MIXTURES

Probability in the Engineering and Informational Sciences, 1999
In this paper, a new concept called generalized stochastic convexity is introduced as an extension of the classic notion of stochastic convexity. It relies on the well-known concept of generalized convex functions and corresponds to a stochastic convexity with respect to some Tchebycheff system of functions.
Denuit, Michel   +2 more
openaire   +1 more source

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