Related papers: Sufficient Conditions for Some Stochastic Orders o…

Most of the stochastic orders for comparing random variables, considered in the literature, are afflicted with two main drawbacks: (i) lack of connex property and (ii) lack of consideration of any dependence structure between the random…

Conditional specification of distributions is a developing area with increasing applications. In the finite discrete case, a variety of compatible conditions can be derived. In this paper, we propose an alternative approach to study the…

Conditional specification of distributions is a developing area with many applications. In the finite discrete case, a variety of compatible conditions can be derived. In this paper, we propose an alternative approach to study the…

In this paper, we present methods of obtaining single moments of order statistics arising from posibly dependent and non-identically distributed discrete random variables. We derive exact and approximate formulas convenient for numerical…

In this note we establish some appropriate conditions for stochastic equality of two random variables/vectors which are ordered with respect to convex ordering or with respect to supermodular ordering. Multivariate extensions of this result…

In this paper, paired comparison models with stochastic background are investigated. We focus on the models that allow three options for choice. We estimate all parameters, the strength of the objects and the boundaries of equal decision,…

The standard method to check for the independence of two real-valued random variables -- demonstrating that the bivariate joint distribution factors into the product of its marginals -- is both necessary and sufficient. Here we present a…

We obtain a necessary and sufficient condition under which random-coefficient discrete choice models, such as mixed-logit models, are rich enough to approximate any nonparametric random utility models arbitrarily well across choice sets.…

Dispersion is a fundamental concept in statistics, yet standard approaches - especially via stochastic orders - face limitations in the discrete setting. In particular, the classical dispersive order, well-established for continuous…

In this paper we focus on providing sufficient conditions for some transform orders for which the quantile densities ratio is non-monotone and, therefore, the convex transform order does not hold. These results are interesting for comparing…

In this paper we study reachability verification problems of stochastic discrete-time dynamical systems over the infinite time horizon. The reachability verification of interest in this paper is to certify specified lower and upper bounds…

This paper conducts sensitivity analysis of random constraint and variational systems related to stochastic optimization and variational inequalities. We establish efficient conditions for well-posedness, in the sense of robust Lipschitzian…

This manuscript investigates the stochastic comparisons of the second-order statistics from dependent and heterogeneous general semi-parametric family of distributions observations. Some sufficient conditions on the usual stochastic order…

Stochastic ordering among distributions has been considered in a variety of scenarios. Economic studies often involve research about the ordering of investment strategies or social welfare. However, as noted in the literature, stochastic…

This paper develops necessary and sufficient conditions for the preservation of asymptotic convergence rates of deterministically and stochastically perturbed ordinary differential equations with regularly varying nonlinearity close to…

Suppose we are given the conditional probability of one variable given some other variables.Normally the full joint distribution over the conditioning variablesis required to determine the probability of the conditioned variable.Under what…

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 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…

A new notion of stochastic ordering is introduced to compare multivariate stochastic risk models with respect to extreme portfolio losses. In the framework of multivariate regular variation comparison criteria are derived in terms of…

The main purpose of this paper is to establish the first and second order necessary optimality conditions for stochastic optimal controls using the classical variational analysis approach. The control system is governed by a stochastic…