相关论文: Distorted stochastic dominance: a generalized fami…

Stochastic dominance serves as a general framework for modeling a broad spectrum of decision preferences under uncertainty, with risk aversion as one notable example, as it naturally captures the intrinsic structure of the underlying…

Introduced by M\"uller et al. in their seminal paper \cite{muller}, fractional stochastic dominance (SD) offers a nuanced approach to ordering distributions. In this paper, we propose a fundamentally new framework by replacing the fixed…

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 some inferential statistical methods, such as tests and confidence intervals, it is important to describe the stochastic behavior of statistical functionals, aside from their large sample properties. We study such behavior in terms of…

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"…

Stochastic dominance is a crucial tool for the analysis of choice under risk. It is typically analyzed as a property of two gambles that are taken in isolation. We study how additional independent sources of risk (e.g. uninsurable labor…

The preservation of stochastic orders by distortion functions has become a topic of increasing interest in the reliability analysis of coherent systems. The reason of this interest is that the reliability function of a coherent system with…

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…

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…

This paper presents a study of power series distributions (PSD) with prescribed covariance characteristics. Such distributions constitute a fundamental class in probability theory and mathematical statistics, as they generalize a wide range…

How can we monitor, in real time, whether one uncertain prospect has any upside over another? To answer this question, we develop a novel family of sequential, anytime-valid tests for stochastic dominance (SD; also known as stochastic…

In computational social choice, the distortion of a voting rule quantifies the degree to which the rule overcomes limited preference information to select a socially desirable outcome. This concept has been investigated extensively, but…

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…

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…

We consider a setting with agents that have preferences over alternatives and are partitioned into disjoint districts. The goal is to choose one alternative as the winner using a mechanism which first decides a representative alternative…

This contribution examines optimization problems that involve stochastic dominance constraints. These problems have uncountably many constraints. We develop methods to solve the optimization problem by reducing the constraints to a finite…

Given two random variables taking values in a bounded interval, we study whether one dominates the other in higher-order stochastic dominance depends on the reference interval in the model setting. We obtain two results. First, the…

The work relates to a new way for analysis of one-dimensional stochastic systems, based on consideration of its higher order difference structure. From this point of view, the deterministic and random processes are analyzed. A new numerical…

We investigate stochastic comparisons between exponential family distributions and their mixtures with respect to the usual stochastic order, the hazard rate order, the reversed hazard rate order, and the likelihood ratio order. A general…

Stochastic dominance has been studied extensively, particularly in the finance and economics literature. In this paper, we obtain two results. First, necessary conditions for higher-order inverse stochastic dominance are developed. These…