Results 21 to 30 of about 237,712 (291)
Dynamic Information Volatility Function
Statistica, 2021 Liu (2007) discussed a new measure, known as the information volatility function to study the variability of the uncertainty contained in a probability distribution.
Rajesh Ganapathi +2 more
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Weighted survival functional entropy and its properties
Open Physics, 2023 The weighted generalized cumulative residual entropy is a recently defined dispersion measure. This article introduces a new uncertainty measure as a generalization of the weighted generalized cumulative residual entropy, called it the weighted ...
Alomani Ghadah, Kayid Mohamed
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On Partial Stochastic Comparisons Based on Tail Values at Risk
Mathematics, 2020 The tail value at risk at level p, with p ∈ ( 0 , 1 ) , is a risk measure that captures the tail risk of losses and asset return distributions beyond the p quantile. Given two distributions, it can be used to decide which is riskier.
Alfonso J. Bello +3 more
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Two Sufficient Conditions for Convex Ordering on Risk Aggregation
Abstract and Applied Analysis, 2018 We define new stochastic orders in higher dimensions called weak correlation orders. It is shown that weak correlation orders imply stop-loss order of sums of multivariate dependent risks with the same marginals.
Dan Zhu, Chuancun Yin
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On Some Aspects of Strong Risk Class and Associated Ordering
Journal of Statistical Theory and Applications (JSTA), 2018 The paper opens up a new aging class and a new stochastic orders which is depend on risk class, that plays vital role in the reliability theory, finance topics, stochastic orders, and the economic theory.
Mervat Mahdy
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Mathematics, 2020 A suitable replacement model for random lifetimes is extended to the context of past lifetimes. At a fixed time u an item is planned to be replaced by another one having the same age but a different lifetime distribution. We investigate the past lifetime
Antonio Di Crescenzo +2 more
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Mathematics, 2023 Spectral representations of iterated Itô and Stratonovich stochastic integrals of arbitrary multiplicity, including integrals from Taylor–Itô and Taylor–Stratonovich expansions, are obtained by the spectral method.
Konstantin Rybakov
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Strategic information transmission and stochastic orders [PDF]
, 2012 I develop new results on uniqueness and comparative statics of equilibria in the Crawford and Sobel (1982) strategic information transmission game. For a class of utility functions, I demonstrate that logconcavity of the density implies uniqueness of ...
Szalay, Dezsö
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Statistical Inference for a General Family of Modified Exponentiated Distributions
Mathematics, 2021 In this paper, a modified exponentiated family of distributions is introduced. The new model was built from a continuous parent cumulative distribution function and depends on a shape parameter.
Emilio Gómez-Déniz +4 more
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Comparisons of Concordance in Additive Models [PDF]
, 2012 In this note we compare bivariate additive models with respect to their Pearson correlation coecients, Kendall's concordance coecients, and Blomqvist medial correlation coefcients. The conditions that enable the comparisons involve variability stochastic
Bauerle +14 more
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