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相关论文: Comparisons of Order Statistics from Some Heteroge…

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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…

统计理论 · 数学 2019-04-10 S. M. Mirhoseini , A. Dolati , M. Amini

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 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…

统计理论 · 数学 2025-11-04 Raju Bhakta , Kaushik Gupta , Ghobad Saadat Kia , Suchandan Kayal

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…

统计理论 · 数学 2020-03-02 Madhurima Datta , Nitin Gupta

This work is entirely devoted to compare the largest claims from two heterogeneous portfolios. It is assumed that the claim amounts in an insurance portfolio are nonnegative absolutely continuous random variables and belong to a general…

风险管理 · 定量金融 2021-04-20 Sangita Das , Suchandan Kayal

Extreme economic outcomes are not shaped by tails alone. They are also shaped by unequal access to opportunities. This paper develops a theory of heterogeneous extremes by taking the distribution of opportunity access as the object of…

理论经济学 · 经济学 2026-03-24 I. Sebastian Buhai

We propose and analyze a specific asymptotic stochastic order for random processes based on the measure of departure discussed in the literature. As applications, we stochastically compare mixtures of order statistics and record values…

概率论 · 数学 2021-03-04 Sugata Ghosh , Asok K. Nanda

Consider an unlimited homogeneous medium disturbed by points generated via Poisson process. The neighborhood of a point plays an important role in spatial statistics problems. Here, we obtain analytically the distance statistics to $k$th…

统计力学 · 物理学 2015-08-11 Cristiano Roberto Fabri Granzotti , Alexandre Souto Martinez

Recently, Chowdhury and Kundu [6] compared two parallel systems of heterogeneous independent log-Lindley distributed components using the concept of vector majorization and related orders. Under the same set-up, this paper derives some…

统计方法学 · 统计学 2019-01-31 Shovan Chowdhury , Amarjit Kundu

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…

风险管理 · 定量金融 2010-10-26 Georg Mainik , Ludger Rüschendorf

Consider a graph on randomly scattered points in an arbitrary space, with two points $x,y$ connected with probability $\phi(x,y)$. Suppose the number of points is large but the mean number of isolated points is $O(1)$. We give general…

概率论 · 数学 2017-09-21 Mathew D. Penrose

In this paper some new characterizing theorems of exponential distribution based on order statistics are presented. Some existing results are generalized and the open conjecture by Arnold and Villasenor is solved.

概率论 · 数学 2023-05-30 Bojana Milošević , Marko Obradović

Asymptotic normality of intermediate order statistics taken from univariate iid random variables is well-known. We generalize this result to random vectors in arbitrary dimension, where the order statistics are taken componentwise.

统计理论 · 数学 2016-07-21 Michael Falk , Florian Wisheckel

In this paper, we establish a sufficient condition to compare linear combinations of independent and identically distributed (iid) infinite-mean random variables under usual stochastic order. We introduce a new class of distributions that…

概率论 · 数学 2025-05-06 Yuyu Chen , Taizhong Hu , Seva Shneer , Zhenfeng Zou

Consider a set of order statistics that arise from sorting samples from two different populations, each with their own, possibly different distribution function. The probability that these order statistics fall in disjoint, ordered…

统计计算 · 统计学 2007-06-26 Deborah H. Glueck , Anis Karimpour-Fard , Jan Mandel , Keith E. Muller

Several methods are available in the literature to stochastically compare random variables and random vectors. We introduce the notion of asymptotic stochastic order for random processes and define four such orders. Various properties and…

概率论 · 数学 2021-03-03 Sugata Ghosh , Asok K. Nanda

In this article, we stochastically compare the series and parallel systems having Topp Leone generated family of distributions. We consider that the lifetimes of the components of the systems have either the different shape parameters when…

统计理论 · 数学 2019-08-19 Ruby Chanchal , Vaishali Gupta , Amit Kumar Misra

Let $X_{\lambda _{1}},X_{\lambda _{2}},\ldots ,X_{\lambda _{n}}$ be independent nonnegative random variables with $X_{\lambda _{i}}\sim F(\lambda _{i}t)$, $i=1,\ldots ,n$, where $\lambda _{i}>0$, $i=1,\ldots ,n$ and $F$ is an absolutely…

统计理论 · 数学 2021-02-19 Subhash C. Kochar , Nuria Torrado

When ranking big data observations such as colleges in the United States, diverse consumers reveal heterogeneous preferences. The objective of this paper is to sort out a linear ordering for these observations and to recommend strategies to…

机器学习 · 统计学 2020-03-30 Xingwei Hu

In this article, we introduce finite mixture models (FMMs) renowned for capturing population heterogeneity. Our focus lies in establishing stochastic comparisons between two arithmetic (finite) mixture models, employing the vector…

统计理论 · 数学 2024-12-16 Raju Bhakta , Nuria Torrado , Sangita Das , Suchandan Kayal