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In this article, we focus on stochastic orders to compare the magnitudes of two parallel systems from Weibull distributions when one set of scale parameters majorizes the other. The new results obtained here extend some of those proved by…

Statistics Theory · Mathematics 2021-02-19 Nuria Torrado , Subhash C. Kochar

We study stochastic particle systems made up of heterogeneous units. We introduce a general framework suitable to analytically study this kind of systems and apply it to two particular models of interest in economy and epidemiology. We show…

Soft Condensed Matter · Physics 2013-02-06 Luis F. Lafuerza , Raul Toral

In this manuscript, we study stochastic comparisons of the second-order statistics from dependent or independent observations with modified proportional hazard rates models. First, we establish the usual stochastic order of the second-order…

Statistics Theory · Mathematics 2022-01-06 Niu Jiale

We give a risk-averse solution to the problem of estimating the reliability of a parallel-series system. We adopt a beta-binomial model for components reliabilities, and assume that the total sample size for the experience is fixed. The…

Applications · Statistics 2016-11-15 Zohra Benkamra , Mekki Terbeche , Mounir Tlemcani

Optimum lifetime of a series (resp. parallel) system with general standby component(s) always depends on allocation strategy of standby component(s) into the system. Here, we discuss three different models of one or more standby compo-…

Applications · Statistics 2014-01-03 Nil Kamal Hazra , Asok K. Nanda

In this paper, we compare extreme order statistics through vector majorization arising from heterogeneous Poisson and geometric random variables. These comparisons are carried out with respect to usual stochastic ordering.

Statistics Theory · Mathematics 2021-03-02 Shovan Chowdhury , Amarjit Kundu , Surja Kanta Mishra

We review some of the properties of higher-dimensional superstatistical stochastic models. As an example, we analyse the stochastic properties of a superstatistical model of 3-dimensional Lagrangian turbulence, and compare with experimental…

Statistical Mechanics · Physics 2009-11-13 Christian Beck

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…

Statistics Theory · Mathematics 2009-10-05 Yaming Yu

Time-dependent correlation functions of (unstable) particles undergoing biased or unbiased diffusion, coagulation and annihilation are calculated. This is achieved by similarity transformations between different stochastic models and…

Condensed Matter · Physics 2009-10-28 Malte Henkel , Enzo Orlandini , Gunter M. Schütz

In this paper, we use a new partial order, called the f-majorization order. The new order includes as special cases the majorization , the reciprocal majorization and the p-larger orders. We provide a comprehensive account of the…

Statistics Theory · Mathematics 2017-04-13 Esmaeil Bashkar , Hamzeh Torabi , Ali Dolati , Felix Belzunce

In this paper, we have discussed the stochastic comparison of the smallest and largest ordered statistic from independent heterogeneous Weibull-G random variables and Gompertz Makeham random variables. We compare systems arising from taking…

Statistics Theory · Mathematics 2020-03-02 Madhurima Datta , Nitin Gupta

A load sharing system has several components and the failure of one component can affect the lifetime of the surviving components. Since component failure does not equate to system failure for different system designs, the analysis of the…

Applications · Statistics 2023-07-20 Tim Pesch , Erhard Cramer , Edward Cripps , Adriano Polpo

The work relates to a new way for analysis of one-dimensional stochastic systems, based on consideration of its higher order difference structure. From this point of view, the deterministic and random processes are analyzed. A new numerical…

Chaotic Dynamics · Physics 2016-09-08 A. Yu. Shahverdian , A. V. Apkarian

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…

Statistics Theory · Mathematics 2016-07-25 Yaming Yu

Nanochains of atoms, molecules and polymers have gained recent interest in the experimental sciences. This article contributes to an advanced mathematical modeling of the mechanical properties of nanochains that allow for heterogenities,…

Analysis of PDEs · Mathematics 2019-09-17 Laura Lauerbach , Stefan Neukamm , Mathias Schäffner , Anja Schlömerkemper

A new notion of stochastic ordering is introduced to compare multivariate stochastic risk models with respect to extreme portfolio losses. In the framework of multivariate regular variation comparison criteria are derived in terms of…

Risk Management · Quantitative Finance 2010-10-26 Georg Mainik , Ludger Rüschendorf

Real data from applications in the survival context have required the use of more flexible models. A new four-parameter model called the Exponentiated Generalized Nadarajah-Haghighi (EGNH) distribution has been introduced in order to verify…

Statistics Theory · Mathematics 2016-10-28 T. VedoVatto , A. D. C. Nascimento , W. R. Miranda Filho , M. C. S. Lima , L. G. B. Pinho , G. M. Cordeiro

Consider two batches of independent or interdependent exponentiated location-scale distributed heterogeneous random variables. This article investigates ordering results for the second-order statistics from these batches when a vector of…

Statistics Theory · Mathematics 2021-04-20 Sangita Das , Suchandan Kayal

Many materials contain extended defects of nanosize scale, such as dislocations, cracks, pores, polymorphic inclusions, and other embryos of competing phases. When one is interested not in the precise internal structure of a sample with…

Statistical Mechanics · Physics 2022-01-27 V. I. Yukalov , E. P. Yukalova

Simulation of stochastic spatially-extended systems is a challenging problem. The fundamental quantities in these models are individual entities such as molecules, cells, or animals, which move and react in a random manner. In big systems,…

Quantitative Methods · Quantitative Biology 2024-09-24 Tomás Alarcón , Natalia Briñas-Pascual , Juan Calvo , Pilar Guerrero , Daria Stepanova