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Stochastic dominance of a random variable by a convex combination of its independent copies has recently been shown to hold within the relatively narrow class of distributions with concave odds function, and later extended to broader…

Probability · Mathematics 2024-12-13 Idir Arab , Tommaso Lando , 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

The second-largest order statistic is of special importance in reliability theory since it represents the time to failure of a $2$-out-of-$n$ system. Consider two $2$-out-of-$n$ systems with heterogeneous random lifetimes. The lifetimes are…

Statistics Theory · Mathematics 2021-04-20 Sangita Das , Suchandan Kayal

The alignment of shapes has been a crucial step in statistical shape analysis, for example, in calculating mean shape, detecting locational differences between two shape populations, and classification. Procrustes alignment is the most…

Methodology · Statistics 2025-01-06 Mohsen Taheri , Jörn Schulz

Recently a majorization method for optimizing partition functions of log-linear models was proposed alongside a novel quadratic variational upper-bound. In the batch setting, it outperformed state-of-the-art first- and second-order…

Machine Learning · Computer Science 2013-09-24 Anna Choromanska , Tony Jebara

Stochastic orders are binary relations defined on probability distributions which capture intuitive notions like being larger or being more variable. This paper introduces stochastic ordering of interference distributions in large-scale…

Information Theory · Computer Science 2012-10-26 Junghoon Lee , Cihan Tepedelenlioglu

This paper focuses on stochastic orders and its applications : policy limits and deductibles. Further, many applications and some examples are given : comparison of two families of copulas, individual and collective risk model, reinsurance…

Statistics Theory · Mathematics 2015-01-28 Halim Zeghdoudi , Meriem Bouhadjar , Mohamed Riad Remita

The potential of location-shift models to find adequate models between the proportional odds model and the non-proportional odds model is investigated. It is demonstrated that these models are very useful in ordinal modeling. While…

Methodology · Statistics 2020-06-09 Gerhard Tutz , Moritz Berger

In this paper, we have obtained conditions on parameters that result in dispersive ordering and star ordering among two unequal sets of random variables from Proportional hazard rate and Proportional reversed hazard rate family of…

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

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 develop a novel stochastic valuation and premium calculation principle based on probability measure distortions that are induced by quantile processes in continuous time. Necessary and sufficient conditions are derived under which the…

Risk Management · Quantitative Finance 2022-01-07 Holly Brannelly , Andrea Macrina , Gareth W. Peters

An approach to analyse the properties of a particle system is to compare it with different processes to understand when one of them is larger than other ones. The main technique for that is coupling, which may not be easy to construct. We…

Probability · Mathematics 2011-02-22 Davide Borrello

The general notion of a stochastic ordering is that one probability distribution is smaller than a second one if the second attaches more probability to higher values than the first. Motivated by recent work on barycentric maps on spaces of…

Functional Analysis · Mathematics 2017-09-14 Fumio Hiai , Jimmie Lawson , Yongdo Lim

This paper considers a family of distributions constructed by a stochastic mixture of the order statistics of a sample of size two. Various properties of the proposed model are studied. We apply the model to extend the exponential and…

Statistics Theory · Mathematics 2019-04-10 S. M. Mirhoseini , A. Dolati , M. Amini

In this paper, a link between monotonicity of deterministic dynamical systems and propagation of order by Markov processes is established. The order propagation has received considerable attention in the literature, however, this notion is…

Optimization and Control · Mathematics 2015-03-10 Aivar Sootla

This paper aims to study a new stochastic order based upon discrete Laplace transforms. By this order, in a setup where the sample size is random, having discrete delta and nabla distributions, we obtain some ordering results involving…

Statistics Theory · Mathematics 2021-04-09 Fatemeh Gharari , Masoud Ganji

Stochastic orders are binary relations defined on probability distributions which capture intuitive notions like being larger or being more variable. This paper introduces stochastic ordering of instantaneous SNRs of fading channels as a…

Information Theory · Computer Science 2016-11-17 Cihan Tepedelenlioglu , Adithya Rajan , Yuan Zhang

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…

Statistics Theory · Mathematics 2019-04-19 Surojit Biswas , Nitin Gupta

We study stochastic ordering of system lifetimes with dependent and heterogeneous components whose marginal distributions are obtained through transformations of a common baseline. The dependence structure is modeled via Archimedean…

Probability · Mathematics 2026-04-30 Idir Arab , Milto Hadjikyriakou , Paulo Eduardo Oliveira

In this paper a new distribution is proposed. This new model provides more flexibility to modeling data with upside-down bathtub hazard rate function. A significant account of mathematical properties of the new distribution is presented.…

Statistics Theory · Mathematics 2017-11-28 Pedro L. Ramos , Francisco Louzada , Taciana K. O. Shimizu , Aline O. Luiz