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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…

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 focus on stochastic comparisons of extreme order statistics stemming from multiple-outlier scale models with dependence. Archimedean copula is used to model dependence structure among nonnegative random variables.…

统计理论 · 数学 2020-12-16 Sangita Das , Suchandan Kayal

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…

统计理论 · 数学 2022-09-13 Arindam Panja , Pradip Kundu , Biswabrata Pradhan

We construct a tree-based dependence structure for the representation of binomial, Poisson and Gaussian random vectors having a given covariance matrix, using sums of independent random variables. This construction allows us to characterize…

概率论 · 数学 2016-05-17 Bünyamin Kızıldemir , Nicolas Privault

Ordinal regression (OR) is a special multiclass classification problem where an order relation exists among the labels. Recent years, people share their opinions and sentimental judgments conveniently with social networks and E-Commerce so…

机器学习 · 计算机科学 2018-12-21 Yong Shi , Huadong Wang , Xin Shen , Lingfeng Niu

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…

统计理论 · 数学 2021-04-20 Sangita Das , Suchandan Kayal

We study stochastic ordering of system lifetimes with dependent and heterogeneous components whose marginal distributions are obtained through transformations of a common baseline. The dependence structure is modeled via Archimedean…

概率论 · 数学 2026-04-30 Idir Arab , Milto Hadjikyriakou , Paulo Eduardo Oliveira

Conditional identity in distribution (Berti et al. (2004)) is a new type of dependence for random variables, which generalizes the well-known notion of exchangeability. In this paper, a class of random sequences, called Generalized Species…

概率论 · 数学 2008-06-18 Federico Bassetti , Irene Crimaldi , Fabrizio Leisen

In this paper we are interested in the joint distribution of two order statistics from overlapping samples. We give an explicit formula for the distribution of such a pair of random variables under the assumption that the parent…

概率论 · 数学 2019-03-20 Fernando López-Blázquez , Nan-Cheng Su , Jacek Wesołowski

Simulated DAG models may exhibit properties that, perhaps inadvertently, render their structure identifiable and unexpectedly affect structure learning algorithms. Here, we show that marginal variance tends to increase along the causal…

机器学习 · 统计学 2021-11-11 Alexander G. Reisach , Christof Seiler , Sebastian Weichwald

It is well known that an extreme order statistic and a central order statistic (os) as well as an intermediate os and a central os from a sample of iid univariate random variables get asymptotically independent as the sample size increases.…

统计理论 · 数学 2017-02-01 Michael Falk , Florian Wisheckel

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…

统计理论 · 数学 2024-07-29 Guoqiang Lv

The concept of "stochastic precedence" between two real-valued random variables has often emerged in different applied frameworks. In this paper we consider a slightly more general, and completely natural, concept of stochastic precedence…

概率论 · 数学 2015-06-17 Emilio De Santis , Fabio Fantozzi , Fabio Spizzichino

As a motivating problem, we aim to study some special aspects of the marginal distributions of the order statistics for exchangeable and (more generally) for minimally stable non-negative random variables $T_{1},...,T_{r}$. In any case, we…

概率论 · 数学 2021-06-16 Rachele Foschi , Giovanna Nappo , Fabio L. Spizzichino

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

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…

统计理论 · 数学 2019-05-03 Surojit Biswas , Nitin Gupta

In many biological, agricultural, military activity problems and in some quality control problems, it is almost impossible to have a fixed sample size, because some observations are always lost for various reasons. Therefore, the sample…

统计理论 · 数学 2017-01-24 M. A. Abd Elgawad , A. M. Elsawah , Hong Qin , Ting Yan

We provide a formal definition and study the basic properties of partially ordered chains (POC). These systems were proposed to model textures in image processing and to represent independence relations between random variables in…

数学物理 · 物理学 2015-05-18 Vincent Deveaux , Roberto Fernandez

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…

概率论 · 数学 2018-11-29 Ying Zhang
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