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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

The stochastic comparisons of parallel and series system are worthy of study. In this paper, we present some stochastic comparisons of parallel and series systems having independent components from Gumble distribution with two parameters…

Statistics Theory · Mathematics 2019-05-03 Surojit Biswas , Nitin Gupta

Most of the stochastic orders for comparing random variables, considered in the literature, are afflicted with two main drawbacks: (i) lack of connex property and (ii) lack of consideration of any dependence structure between the random…

Methodology · Statistics 2021-03-03 Sugata Ghosh , Asok K. Nanda

We discuss a new stochastic ordering for the sequence of independent random variables. It generalizes the stochastic precedence order that is defined for two random variables to the case $n>2$. All conventional stochastic orders are…

Applications · Statistics 2018-12-11 Maxim Finkelstein , Nil Kamal Hazra

Sufficient conditions for comparing the convolutions of heterogeneous gamma random variables in terms of the usual stochastic order are established. Such comparisons are characterized by the Schur convexity properties of the cumulative…

Probability · Mathematics 2016-01-20 Farbod Roosta-Khorasani , Gabor J. Szekely

This manuscript investigates the stochastic comparisons of the second-order statistics from dependent and heterogeneous general semi-parametric family of distributions observations. Some sufficient conditions on the usual stochastic order…

Statistics Theory · Mathematics 2024-07-29 Guoqiang Lv

Several methods are available in the literature to stochastically compare random variables and random vectors. We introduce the notion of asymptotic stochastic order for random processes and define four such orders. Various properties and…

Probability · Mathematics 2021-03-03 Sugata Ghosh , Asok K. Nanda

For a bivariate random vector (X,Y), symmetry conditions are presented that yield stochastic orderings among |X|, |Y|, |max(X,Y)|, and | min(X, Y)|. Partial extensions of these results for multivariate random vectors (X1,...,Xn) are also…

Statistics Theory · Mathematics 2012-06-22 Yindeng Jiang , Michael D. Perlman

In the literature of stochastic orders, one rarely finds results that can be considered as criteria for the non-comparability of random variables. In this paper, we provide results that enable researchers to use simple tools to conclude…

Probability · Mathematics 2019-09-09 Idir Arab , Milto Hadjikyriakou , Paulo Eduardo Oliveira

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

A map is given showing that convolutions of independent random variables over a finite group and matrix multiplications of doubly stochastic matrices are homomorphic. As an application, a short proof is given to the theorem that the…

Probability · Mathematics 2023-07-04 Yue Liu

The random reversal graph offers new perspectives, allowing to study the connectivity of genomes as well as their most likely distance as a function of the reversal rate. Our main result shows that the structure of the random reversal graph…

Combinatorics · Mathematics 2010-03-04 Emma Y. Jin , Christian M. Reidys

Stochastic ordering of distributions of random variables may be defined by the relative convexity of the tail functions. This has been extended to higher order stochastic orderings, by iteratively reassigning tail-weights. The actual…

Statistics Theory · Mathematics 2017-03-14 Idir Arab , Paulo Eduardo Oliveira

We explore negative dependence and stochastic orderings, showing that if an integer-valued random variable $W$ satisfies a certain negative dependence assumption, then $W$ is smaller (in the convex sense) than a Poisson variable of equal…

Probability · Mathematics 2016-01-22 Fraser Daly

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

In this paper we provide a novel family of stochastic orders that generalizes second order stochastic dominance, which we call the $\alpha,[a,b]$-concave stochastic orders. These stochastic orders are generated by a novel set of "very"…

Probability · Mathematics 2021-04-28 Bar Light , Andres Perlroth

The concept of "stochastic precedence" between two real-valued random variables has often emerged in different applied frameworks. In this paper we consider a slightly more general, and completely natural, concept of stochastic precedence…

Probability · Mathematics 2015-06-17 Emilio De Santis , Fabio Fantozzi , Fabio Spizzichino

We show that a family of random variables is uniformly integrable if and only if it is stochastically bounded in the increasing convex order by an integrable random variable. This result is complemented by proving analogous statements for…

Probability · Mathematics 2011-06-06 Lasse Leskelä , Matti Vihola

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

Spaces with locally varying scale of measurement, like multidimensional structures with differently scaled dimensions, are pretty common in statistics and machine learning. Nevertheless, it is still understood as an open question how to…

Machine Learning · Statistics 2024-03-05 Christoph Jansen , Georg Schollmeyer , Hannah Blocher , Julian Rodemann , Thomas Augustin
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