相关论文: Hessian and increasing-Hessian orderings of multiv…

Let ${\bf X}$ and ${\bf X}$ be two $n$-dimensional elliptical random vectors, we establish an identity for $E[f({\bf Y})]-E[f({\bf X})]$, where $f: \Bbb{R}^n \rightarrow \Bbb{R}$ fulfilling some regularity conditions. Using this identity we…

For a bivariate random vector (X,Y), symmetry conditions are presented that yield stochastic orderings among |X|, |Y|, |max(X,Y)|, and | min(X, Y)|. Partial extensions of these results for multivariate random vectors (X1,...,Xn) are also…

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…

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…

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…

In this article, we focus on stochastic orders to compare the magnitudes of two parallel systems from Weibull distributions when one set of scale parameters majorizes the other. The new results obtained here extend some of those proved by…

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…

Consider two batches of independent or interdependent exponentiated location-scale distributed heterogeneous random variables. This article investigates ordering results for the second-order statistics from these batches when a vector of…

In this paper, we compare extreme order statistics through vector majorization arising from heterogeneous Poisson and geometric random variables. These comparisons are carried out with respect to usual stochastic ordering.

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…

Recently Balakrishnan and Iliopoulos [Ann. Inst. Statist. Math. 61 (2009)] gave sufficient conditions under which maximum likelihood estimator (MLE) is stochastically increasing. In this paper we study test plans which are not considered…

The family of multivariate skew-normal distributions has many interesting properties. It is shown here that these hold for a general class of skew-elliptical distributions. For this class, several stochastic representations are established…

We prove convex ordering results for random vectors admitting a predictable representation in terms of a Brownian motion and a non-necessarily independent jump component. Our method uses forward-backward stochastic calculus and extends…

In this paper, we have discussed the stochastic comparison of the smallest and largest ordered statistic from independent heterogeneous Weibull-G random variables and Gompertz Makeham random variables. We compare systems arising from taking…

Motivated by the study of the propagation of convexity by semi-groups of stochastic differential equations and convex comparison between the distributions of solutions of two such equations, we study the comparison for the convex order…

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…

Multivariate stochastic volatility models with skew distributions are proposed. Exploiting Cholesky stochastic volatility modeling, univariate stochastic volatility processes with leverage effect and generalized hyperbolic skew…

Stochastic reaction networks are mathematical models with a wide range of applications in biochemistry, ecology, and epidemiology, and are often complex to analyze. Except for some special cases, it is generally difficult to predict how the…

In this paper, we discuss stochastic comparisons of parallel systems with independent heterogeneous exponentiated Nadarajah-Haghighi (ENH) components in terms of the usual stochastic order, dispersive order, convex transform order and the…

The aim of this paper is to discuss both higher-order asymptotic expansions and skewed approximations for the Bayesian Discrepancy Measure for testing precise statistical hypotheses. In particular, we derive results on third-order…