相关论文: Stochastic Ordering of Exponential Family Distribu…

We propose some new results on the comparison of the minimum or maximum order statistic from a random number of non-identical random variables. Under the non-identical set-up, with certain conditions, we prove that random minimum (maximum)…

We study the problem of comparing ageing patterns of the lifetime of k-out-of-n systems. Mathematically, this reduces to being able to decide about a stochastic ordering relationship between different order statistics. We discuss such…

We consider the problem of calculating distance correlation coefficients between random vectors whose joint distributions belong to the class of Lancaster distributions. We derive under mild convergence conditions a general series…

The exponential family is well known in machine learning and statistical physics as the maximum entropy distribution subject to a set of observed constraints, while the geometric mixture path is common in MCMC methods such as annealed…

In risk theory, financial asset returns often follow heavy-tailed distributions. Investors and risk managers used to compare risk measures as the value at risk or tail value at risk in order over the whole confidence levels to avoid the…

The Transformed-Transformer family of distributions are the resulting family of distributions as transformed from a random variable $T$ through another transformer random variable $X$ using a weight function $\omega$ of the cumulative…

Tests for proportional hazards assumption concerning specified covariates or groups of covariates are proposed. The class of alternatives is wide: log-hazard rates under different values of covariates may cross, approach, go away. The data…

We present new mixture representations for the generalized Linnik distribution in terms of normal, Laplace, exponential and stable laws and establish the relationship between the mixing distributions in these representations. Based on these…

Fix a base B and let zeta have the standard exponential distribution; the distribution of digits of zeta base B is known to be very close to Benford's Law. If there exists a C such that the distribution of digits of C times the elements of…

Unifying the generalized Marshall-Olkin (GMO) and Poisson-G (P-G) a new family of distribution is proposed. Density and the survival function are expressed as infinite mixtures of P-G family. The quantile function, asymptotes, shapes,…

We study a generalized family of stochastic orders, semiparametrized by a distortion function H, namely H-distorted stochastic dominance, which may determine a continuum of dominance relations from the first- to the second-order stochastic…

In this paper introduces a new family of continuous distributions namely the Poison transmuted-G family of distribution is proposed by inducing two addition parameter on the base line G distribution. Some of its mathematical properties…

Measuring the concentration of random variables is a fundamental concept in probability and statistics. Here, we explore a type of concentration measure for continuous random variables with bounded support and use it to provide a notion of…

In this manuscript, we study stochastic comparisons of the second-order statistics from dependent or independent observations with modified proportional hazard rates models. First, we establish the usual stochastic order of the second-order…

Dispersive order is a type of variability order for comparing the variability in probability distributions. Star order compares the skewness of probability distributions. This work considers dispersive and star orders of extreme order…

We propose in this paper a random intercept Poisson model in which the random effect distribution is assumed to follow a generalized log-gamma (GLG) distribution. We derive the first two moments for the marginal distribution as well as the…

We formulate conditions on a set of log-concave sequences, under which any linear combination of those sequences is log-concave, and further, of conditions under which linear combinations of log-concave sequences that have been transformed…

Measures of association in contingency tables, such as odds ratios and their generalizations, are often studied under different sampling schemes that either fix or leave random the margins of the table. While classical results show that…

For nonnegative random variables with finite means we introduce an analogous of the equilibrium residual-lifetime distribution based on the quantile function. This allows to construct new distributions with support (0,1), and to obtain a…

For a family of linear preferential attachment graphs, we provide rates of convergence for the total variation distance between the degree of a randomly chosen vertex and an appropriate power law distribution as the number of vertices tends…