Related papers: Stochastic Comparisons of Random Extremes from non…
Stochastic comparisons of series and parallel systems are important in many areas of engineering, operations research and reliability analysis. These comparisons allow for the evaluation of the performance and reliability of systems under…
Comparison of two univariate distributions based on independent samples from them is a fundamental problem in statistics, with applications in a wide variety of scientific disciplines. In many situations, we might hypothesize that the two…
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…
In this paper, we have studied the stochastic comparisons of the highest and lowest order statistics of exponentiated Gumble type-II distribution with three parameters. We have compared both the statistics by using three different…
For each of (i) arbitrary stochastic reset, (ii) deterministic reset with arbitrary period, (iii) reset at arbitrary constant rate, and then in the sense of either (a) first-order stochastic dominance or (b) expectation (i.e. for each of…
Higher order risk measures are stochastic optimization problems by design, and for this reason they enjoy valuable properties in optimization under uncertainties. They nicely integrate with stochastic optimization problems, as has been…
In this paper we compare the minimums of two heterogeneous samples each following Weibull-G distribution under three scenarios. In the Fifirst scenario, the units of the samples are assumed to be independently distributed and the…
We extend Fano's inequality, which controls the average probability of events in terms of the average of some $f$--divergences, to work with arbitrary events (not necessarily forming a partition) and even with arbitrary $[0,1]$--valued…
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…
Several proofs of the monotonicity of the non-Gaussianness (divergence with respect to a Gaussian random variable with identical second order statistics) of the sum of n independent and identically distributed (i.i.d.) random variables were…
We find the perhaps surprising inequality that the weighted average of independent and identically distributed Pareto random variables with infinite mean is larger than one such random variable in the sense of first-order stochastic…
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…
In finite problems comprising objects, situations, and an object- and situation-contingent payoff function, we study the comparative statics of the set of undominated objects, meaning those for which there exists no mixture over objects…
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.…
The problem of ranking/ordering instances, instead of simply classifying them, has recently gained much attention in machine learning. In this paper we formulate the ranking problem in a rigorous statistical framework. The goal is to learn…
We introduce the extremal range, a local statistic for studying the spatial extent of extreme events in random fields on $\mathbb{R}^d$. Conditioned on exceedance of a high threshold at a location $s$, the extremal range at $s$ is the…
The extremes of a stationary time series typically occur in clusters. A primary measure for this phenomenon is the extremal index, representing the reciprocal of the expected cluster size. Both a disjoint and a sliding blocks estimator for…
We extend well-known comparative results under expected utility to models of non-expected utility by providing novel conditions on local utility functions. We illustrate how our results parallel, and are distinct from, existing results for…
A test of the null hypothesis that a hazard rate is monotone nondecreasing, versus the alternative that it is not, is proposed. Both the test statistic and the means of calibrating it are new. Unlike previous approaches, neither is based on…
Ranking alternatives is a natural way for humans to explain their preferences. It is being used in many settings, such as school choice, course allocations and residency matches. In some cases, several `items' are given to each participant.…