Related papers: Ordering properties of sample minimum from Kumaras…
Convolutions of independent random variables often arise in a natural way in many applied problems. In this article, we compare convolutions of two sets of gamma (negative binomial) random variables in the convolution order and the usual…
Stochastic comparisons of series and parallel systems are important in many areas of engineering, operations research and reliability analysis. These comparisons allow for the evaluation of the performance and reliability of systems under…
We demonstrate that selection of the minimal value of ordered variables leads in a natural way to its distribution being given by the Tsallis distribution, the same as that resulting from Tsallis nonextensive statistics. The possible…
In this paper, we introduce and study the size-biased form of Kumaraswamy distribution. The Kumaraswamy distribution which has drawn considerable attention in hydrology and related areas was proposed by Kumarswamy. The new distribution is…
A theoretical framework is presented for a (copula-based) notion of dissimilarity between continuous random vectors and its main properties are studied. The proposed dissimilarity assigns the smallest value to a pair of random vectors that…
Consider a set of order statistics that arise from sorting samples from two different populations, each with their own, possibly different distribution function. The probability that these order statistics fall in disjoint, ordered…
The notion of stochastic precedence between two random variables emerges as a relevant concept in several fields of applied probability. When one consider a vector of random variables $X_1,...,X_n$, this notion has a preeminent role in the…
In this paper, we focus on stochastic comparisons of extreme order statistics stemming from multiple-outlier scale models with dependence. Archimedean copula is used to model dependence structure among nonnegative random variables.…
This paper establishes a new comparison principle for the minimum eigenvalue of a sum of independent random positive-semidefinite matrices. The principle states that the minimum eigenvalue of the matrix sum is controlled by the minimum…
Recently, Chowdhury and Kundu [6] compared two parallel systems of heterogeneous independent log-Lindley distributed components using the concept of vector majorization and related orders. Under the same set-up, this paper derives some…
Aggregation sets, which represent model uncertainty due to unknown dependence, are an important object in the study of robust risk aggregation. In this paper, we investigate ordering relations between two aggregation sets for which the sets…
Another new family of continuous probability distribution is proposed by using Generalized Marshal-Olkin distribution as the base line distribution in the Kumaraswamy-G distribution. This family includes (Cordeiro and de Castro, 2011) and…
Suppose X is a frequency vector that follows a central multiple hyper-geometric distribution, such as arises in random sampling of an m-category attribute from a finite population without replacement. We show that the probability that X…
We show that the $k$th order statistic from a heterogeneous sample of $n\geq k$ exponential random variables is larger than that from a homogeneous exponential sample in the sense of star ordering, as conjectured by Xu and Balakrishnan…
It is well known that the independence of the sample mean and the sample variance characterizes the normal distribution. By using Anosov's theorem, we further investigate the analogous characteristic properties in terms of the sample mean…
We investigate stochastic comparisons between exponential family distributions and their mixtures with respect to the usual stochastic order, the hazard rate order, the reversed hazard rate order, and the likelihood ratio order. A general…
In the task of discriminating between nonorthogonal quantum states from multiple copies, the key parameters are the error probability and the resources (number of copies) used. Previous studies have considered the task of minimizing the…
In some applications, an experimental unit is composed of two distinct but related subunits. The response from such a unit is $(X_{1}, X_{2})$ but we observe only $Y_1 = \min\{X_{1},X_{2}\}$ and $Y_2 = \max\{X_{1},X_{2}\}$, i.e., the…
A new family of distribution is proposed by using Kumaraswamy-G (Cordeiro and de Castro, 2011) distribution as the base line distribution in the Generalized Marshal-Olkin (Jayakumar and Mathew, 2008) Construction. A number of special cases…
Consider two sequences of heterogeneous and independent portfolios of risks $T_1,T_2,\ldots$ and $T^*_{1}, T^*_{2},\ldots$ and, let $N_1$ and $N_2$ be two positive integer-valued random variables, independent of $T_i'$ and $T^*_i$,…