Related papers: A stochastic comparison study for the smallest and…
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 consider finite mixture models with modified proportional hazard rates. Sufficient conditions for the usual stochastic order and the hazard order are established under chain majorization. We study stochastic comparisons…
In this paper, we introduce a bivariate exponentaited generalized Weibull-Gompertz distribution. The model introduced here is of Marshall-Olkin type. Several properties are studied such as bivariate probability density function and it is…
Non-deterministic measurements are common in real-world scenarios: the performance of a stochastic optimization algorithm or the total reward of a reinforcement learning agent in a chaotic environment are just two examples in which…
This article compares the distributions of integer-valued random variables and Poisson random variables. It considers the total variation and the Wasserstein distance and provides, in particular, explicit bounds on the pointwise difference…
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…
The exact statistics of an arbitrary quantum observable is analytically obtained. Due to the probabilistic nature of a sequence of intermediate measurements and stochastic fluctuations induced by the interaction with the environment, the…
The aim of the present work is to investigate the performances of a specific Bayesian control chart used to compare two processes. The chart monitors the ratio of the percentiles of a key characteristic associated with the processes. The…
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…
As the size of modern data sets exceeds the disk and memory capacities of a single computer, machine learning practitioners have resorted to parallel and distributed computing. Given that optimization is one of the pillars of machine…
A statistical model for describing the scaling of the distribution of inter-event times is described. By considering the diverse region seismicity (natural and induced) at different scale levels the self-similarity of the distribution has…
The main focus of this paper is to explore how much similarity between two stochastic differential systems. Motivated by the conjugate theory of stochastic dynamic systems, we study the relationship between two systems by finding…
Stochastic reaction networks are mathematical models with a wide range of applications in biochemistry, ecology, and epidemiology, and are often complex to analyze. Except for some special cases, it is generally difficult to predict how the…
In this paper, we study stochastic comparisons of parallel systems having log-Lindley distributed components. These comparisons are carried out with respect to reversed hazard rate and likelihood ratio ordering.
Let $X_{\lambda_1}, \ldots , X_{\lambda_n}$ be independent non-negative random variables belong to the transmuted-G model and let $Y_i=I_{p_i} X_{\lambda_i}$, $i=1,\ldots,n$, where $I_{p_1}, \ldots, I_{p_n}$ are independent Bernoulli random…
This paper proposes a unified class of generalized location-scale mixture of multivariate elliptical distributions and studies integral stochastic orderings of random vectors following such distributions. Given a random vector…
Ranking distributions according to a stochastic order has wide applications in diverse areas. Although stochastic dominance has received much attention, convex order, particularly in general dimensions, has yet to be investigated from a…
A simple analytical tool based on stochastic ordering is developed to compare the distributions of carrier-to-interference ratio at the mobile station of two cellular systems where the base stations are distributed randomly according to…
Dispersive order is a type of variability order for comparing the variability in probability distributions. Star order compares the skewness of probability distributions. This work considers dispersive and star orders of extreme order…
We study extremal statistics and return intervals in stationary long-range correlated sequences for which the underlying probability density function is bounded and uniform. The extremal statistics we consider e.g., maximum relative to…