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In this paper, we analyze the relative errors that crop up in the various reliability measures due to the tacit assumption that the components are independently working associated with a $n$-component series system or a parallel system…

Statistics Theory · Mathematics 2025-03-28 Subarna Bhattacharjee , Aninda Kumar Nanda , Subhashree Patra

Using both single-index measures and stochastic dominance concepts, we show how Bayesian inference can be used to make multivariate welfare comparisons. A four-dimensional distribution for the well-being attributes income, mental health,…

Econometrics · Economics 2024-06-21 David Gunawan , William Griffiths , Duangkamon Chotikapanich

Learning high-dimensional distributions is often done with explicit likelihood modeling or implicit modeling via minimizing integral probability metrics (IPMs). In this paper, we expand this learning paradigm to stochastic orders, namely,…

Machine Learning · Statistics 2022-11-11 Carles Domingo-Enrich , Yair Schiff , Youssef Mroueh

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

Rank-ordering statistics provides a perspective on the rare, largest elements of a population, whereas the statistics of cumulative distributions are dominated by the more numerous small events. The exponent of a power law distribution can…

Condensed Matter · Physics 2015-06-25 Didier Sornette , Leon Knopoff , Yan Kagan , Christian Vanneste

Stochastic dominance is an important concept in probability theory, econometrics and social choice theory for robustly modeling agents' preferences between random outcomes. While many works have been dedicated to the univariate case, little…

Machine Learning · Statistics 2024-06-11 Gabriel Rioux , Apoorva Nitsure , Mattia Rigotti , Kristjan Greenewald , Youssef Mroueh

Superpositions of different statistics on different time or spatial scales (in short, superstatistics) can naturally lead to an effective description by nonextensive statistical mechanics. We first discuss the role of escort distributions…

Statistical Mechanics · Physics 2009-11-10 Christian Beck

Our main objective in this paper is to develop a second-order stochastic numerical method which generalizes the well-known deterministic TR-BDF2 scheme. Since most stochastic techniques used for approximating the solution of a stochastic…

Numerical Analysis · Mathematics 2026-02-12 Tomás Caraballo , Macarena Gómez-Mármol , Ignacio Roldán

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…

Probability · Mathematics 2026-04-02 Daniele Cappelletti , Giulio Cuniberti , Paola Siri

The two-sample problem, which consists in testing whether independent samples on $\mathbb{R}^d$ are drawn from the same (unknown) distribution, finds applications in many areas. Its study in high-dimension is the subject of much attention,…

Statistics Theory · Mathematics 2023-02-09 Stephan Clémençon , Myrto Limnios , Nicolas Vayatis

Motivated by the need to statistically quantify differences between modern (complex) data-sets which commonly result as high-resolution measurements of stochastic processes varying over a continuum, we propose novel testing procedures to…

Methodology · Statistics 2022-06-15 Anne van Delft , Holger Dette

To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…

Chemical Physics · Physics 2007-05-23 V. V. Ryazanov

A continuous approximation for the results of [1] is obtained. In this approximation the energy distribution is represented in the form of the product of the Gibbs factor and superstatistics factor. The mutual weights of the factors are…

Chemical Physics · Physics 2007-05-23 V. V. Ryazanov

r-selection refers to evolutionary competition in the rate of a population's exponential increase. This is contrasted with K-selection, in which populations in steady-state compete in efficiency of resource conversion. Evolution in nature…

Populations and Evolution · Quantitative Biology 2007-05-23 Josh Mitteldorf

Organisms and algorithms learn probability distributions from previous observations, either over evolutionary time or on the fly. In the absence of regularities, estimating the underlying distribution from data would require observing each…

Statistical Mechanics · Physics 2024-12-10 William Bialek , Stephanie E. Palmer , David J. Schwab

Let $X_1, X_2,\ldots, X_n$ (resp. $Y_1, Y_2,\ldots, Y_n$) be independent random variables such that $X_i$ (resp. $Y_i$) follows generalized exponential distribution with shape parameter $\theta_i$ and scale parameter $\lambda_i$ (resp.…

Applications · Statistics 2016-01-18 Amarjit Kundu , Shovan Chowdhury , Asok K. Nanda , Nil Kamal Hazra

Multivariate functional data that are cross-sectionally compositional data are attracting increasing interest in the statistical modeling literature, a major example being trajectories over time of compositions derived from cause-specific…

Methodology · Statistics 2023-11-21 Emanuele Giovanni Depaoli , Marco Stefanucci , Stefano Mazzuco

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

Generating function equation has been derived for the probability distribution of the number of nodes with $k \ge 0$ outgoing lines in randomly evolving special trees. The stochastic properties of end-nodes (k=0) have been analyzed, and it…

Statistical Mechanics · Physics 2007-05-23 L. Pal

This paper analyzes a stochastic logistic difference equation under the assumption that the population distribution follows a normal distribution. Our focus is on the mathematical relationship between the average growth rate and a newly…

Probability · Mathematics 2025-04-22 Haiyan Wang