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We consider the problem of computing the joint distribution of order statistics of stochastically independent random variables in one- and two-group models. While recursive formulas for evaluating the joint cumulative distribution function…

Computation · Statistics 2018-12-24 Jonathan von Schroeder , Thorsten Dickhaus

Stochastic monotonicity is a well known partial order relation between probability measures defined on the same partially ordered set. Strassen Theorem establishes equivalence between stochastic monotonicity and the existence of a coupling…

Probability · Mathematics 2017-08-01 Davide Gabrielli , Ida Germana Minelli

The comparison of alternative rankings of a set of items is a general and prominent task in applied statistics. Predictor variables are ranked according to magnitude of association with an outcome, prediction models rank subjects according…

Our goal is to develop a partial ordering method for comparing stochastic choice functions on the basis of their individual rationality. To this end, we assign to any stochastic choice function a one-parameter class of deterministic choice…

Theoretical Economics · Economics 2023-12-13 Efe A. Ok , Gerelt Tserenjigmid

We study second order consensus dynamics with random additive disturbances. We investigate three different performance measures: the steady-state variance of pairwise differences between vertex states, the steady-state variance of the…

Optimization and Control · Mathematics 2017-09-26 Yuhao Yi , Bingjia Yang , Zhongzhi Zhang , Stacy Patterson

In this paper, we propose a new class of distributions by exponentiating the random variables associated with the probability density functions of composite distributions. We also derive some mathematical properties of this new class of…

Methodology · Statistics 2022-04-05 Bowen Liu , Malwane M. A. Ananda

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

Integrating the outputs of multiple classifiers via combiners or meta-learners has led to substantial improvements in several difficult pattern recognition problems. In the typical setting investigated till now, each classifier is trained…

Machine Learning · Computer Science 2007-05-23 Kagan Tumer , Joydeep Ghosh

We study the allocation strategies for redundant components in the load-sharing series/parallel systems. We show that under the specified assumptions, the allocation of a redundant component to the stochastically weakest (strongest)…

Applications · Statistics 2016-02-18 Maxim Finkelstein , Nil Kamal Hazra

The stochastic system approach to causality is applied to situations where the risk of death is not negligible. This approach grounds causality on physical laws, distinguishes system and observation and represents the system by multivariate…

Methodology · Statistics 2016-10-07 Daniel Commenges

In this paper, we introduce the Birnbaum-Saunders power series class of distributions which is obtained by compounding Birnbaum-Saunders and power series distributions. The new class of distributions has as a particular case the…

Methodology · Statistics 2012-12-07 Marcelo Bourguignon , Rodrigo B. Silva , Gauss M. Cordeiro

Complex behaviour in many systems arises from the stochastic interactions of spatially distributed particles or agents. Stochastic reaction-diffusion processes are widely used to model such behaviour in disciplines ranging from biology to…

Statistical Mechanics · Physics 2016-08-23 David Schnoerr , Ramon Grima , Guido Sanguinetti

We present a statistical analysis of biological evolution processes. Specifically, we study the stochastic replication-mutation-death model where the population of a species may grow or shrink by birth or death, respectively, and…

Populations and Evolution · Quantitative Biology 2007-05-23 E. Ben-Naim , P. L. Krapivsky

In this paper, we have discussed the usual stochastic ordering relations between two systems. Each system consists of n mutually independent components. The components follow Exponentiated (Extended) Chen distribution with three parameters…

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

Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer $k$-th order Markov chains, for arbitrary $k$, from finite data by applying Bayesian methods to both…

Statistics Theory · Mathematics 2009-11-13 Christopher C. Strelioff , James P. Crutchfield , Alfred W. Hubler

This paper considers a two-dimensional logistic model to study populations with two genders. The growth behavior of a population is guided by two coupled ordinary differential equations given by a non-differentiable vector field whose…

Populations and Evolution · Quantitative Biology 2014-06-05 Eduardo Garibaldi , Marcelo Sobottka

In this paper we focus on the study of the monotonicity properties of the residual and the past extropy as well as on some characterization problems. We then apply the derived results to analyze further stochastic aspects of order…

Statistics Theory · Mathematics 2024-06-24 Mohamed Kayid

Using agent-based modelling, empirical evidence and physical ideas, such as the energy function and the fact that the phase space must have twice the dimension of the configuration space, we argue that the stochastic differential equations…

Mathematical Finance · Quantitative Finance 2017-07-19 Nguyen Tien Zung

We analyze the long term behavior of interacting populations which can be controlled through harvesting. The dynamics is assumed to be discrete in time and stochastic due to the effect of environmental fluctuations. We present extinction…

Populations and Evolution · Quantitative Biology 2021-02-18 Alexandru Hening

Order statistics theory is applied in this paper to probabilistic robust control theory to compute the minimum sample size needed to come up with a reliable estimate of an uncertain quantity under continuity assumption of the related…

Optimization and Control · Mathematics 2008-05-13 Xinjia Chen , Kemin Zhou