Results 31 to 40 of about 1,268,116 (331)
A New Lifetime Model, Stochastic Orders and Kidney Infection Regression Model [PDF]
We introduce a method to generate a new class of lifetime models based on the bounded distributions such that the defined models are exclusively a special case of the new class.
Araf Khanjari Idenak +2 more
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Dynamic Information Volatility Function
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
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 stochastic orders defined by other stochastic orders and transformations of probabilities
This research is supported by the Spanish Ministry of Science and Innovation (Grants MTM2015-63971-P, MTM2017-83506-C2-2-P and MTM-PID2019-104486GB-I00) and Principado de Asturias (Grants FC-GRUPIN-IDI/2018/000132 and FC-GRUPIN-IDI/2018/000193). *Corresponding author.
López Díaz, María Concepción +2 more
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Two Sufficient Conditions for Convex Ordering on Risk Aggregation
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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Stochastic modeling of multiline orders in integrated storage‐order picking system
Due to demanding service levels in e‐commerce order fulfillment, modeling and analysis of integrated storage and order picking processes in warehouses deserve special attention. The upstream storage system can have a significant impact on the performance
V. Bansal, D. Roy
semanticscholar +1 more source
Convexification of stochastic ordering. [PDF]
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
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On Partial Stochastic Comparisons Based on Tail Values at Risk
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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On Some Aspects of Strong Risk Class and Associated Ordering
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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Stochastically ordered multiple regression [PDF]
In various application areas, prior information is available about the direction of the effects of multiple predictors on the conditional response distribution. For example, in epidemiology studies of potentially adverse exposures and continuous health responses, one can typically assume a priori that increasing the level of an exposure does not lead ...
Bornkamp, Björn +2 more
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