相关论文: Stochastic Ordering of Exponential Family Distribu…
Convolutions of independent random variables often arise in a natural way in many applied problems. In this article, we compare convolutions of two sets of gamma (negative binomial) random variables in the convolution order and the usual…
In this paper, we study stochastic ordering results between two finite mixtures with single and multiple outliers, assuming subpopulations follow general exponentiated location-scale distributions. For single-outlier mixtures, several…
In this paper we provide a novel family of stochastic orders that generalizes second order stochastic dominance, which we call the $\alpha,[a,b]$-concave stochastic orders. These stochastic orders are generated by a novel set of "very"…
Building on recent developments in models focused on the shape properties of odds ratios, this paper introduces two new models that expand the class of available distributions while preserving specific shape characteristics of an underlying…
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…
Consider a pair of cumulative distribution functions $F$ and $G$, where $F$ is unknown and $G$ is a known reference distribution. Given a sample from $F$, we propose tests to detect the convexity or the concavity of $G^{-1}\circ F$ versus…
This paper proposes a unified class of generalized location-scale mixture of multivariate elliptical distributions and studies integral stochastic orderings of random vectors following such distributions. Given a random vector…
This paper explores mixture distributions induced by a product of the positive stable random variable and a power of another positive random variable. The paper also considers the convolution of the stable density with a gamma density.…
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.…
In this paper, we introduce a new class of bivariate distributions by compounding the bivariate generalized exponential and power-series distributions. This new class contains some new sub-models such as the bivariate generalized…
In this article, we discuss a bivariate distribution whose conditionals are univariate binomial distributions and the marginals are not binomial that exhibits negative correlation. Some useful structural properties of this distribution…
In this paper we present various new inequalities for tail proabilities for distributions that are elements of the most improtant exponential families. These families include the Poisson distributions, the Gamma distributions, the binomial…
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…
Extended geometric distribution is defined and its mixture is characterized by the property of having completely monotone probability sequence. Also, convolution equations and probability generating functions are used to characterize…
In this paper we study a wide and flexible family of discrete distributions, the so-called generalized negative binomial (GNB) distributions that are mixed Poisson distributions in which the mixing laws belong to the class of generalized…
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…
Posterior predictive p-values are a common approach to Bayesian model-checking. This article analyses their frequency behaviour, that is, their distribution when the parameters and the data are drawn from the prior and the model…
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…
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…
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…