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相关论文: Stochastic comparisons of finite mixtures with gen…

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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

In this paper, we consider finite mixture models with modified proportional hazard rates. Sufficient conditions for the usual stochastic order and the hazard order are established under chain majorization. We study stochastic comparisons…

统计理论 · 数学 2024-07-24 Lina Guo

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 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…

统计理论 · 数学 2009-10-05 Yaming Yu

In this paper, we consider two finite mixture models (FMMs), with inverted-Kumaraswamy distributed components' lifetimes. Several stochastic ordering results between the FMMs have been obtained. Mainly, we focus on three different cases in…

统计理论 · 数学 2024-03-08 Raju Bhakta , Pradip Kundu , Suchandan Kayal , Morad Alizadeh

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…

统计理论 · 数学 2023-02-28 Tong Pu , Yiying Zhang , Chuancun Yin

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

The second-largest order statistic is of special importance in reliability theory since it represents the time to failure of a $2$-out-of-$n$ system. Consider two $2$-out-of-$n$ systems with heterogeneous random lifetimes. The lifetimes are…

统计理论 · 数学 2021-04-20 Sangita Das , 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

In this paper, we have studied the stochastic comparisons of the highest and lowest order statistics of exponentiated Gumble type-II distribution with three parameters. We have compared both the statistics by using three different…

统计理论 · 数学 2019-04-19 Surojit Biswas , Nitin Gupta

In this paper, we have discussed the usual stochastic ordering relations between two systems. Each system consists of n mutually independent components. The components follow Exponentiated (Extended) Chen distribution with three parameters…

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

We introduce some new generalized stochastic orderings (in the spirit of relative ageing) which compare probability distributions with the exponential distribution. These orderings are useful to understand the phenomenon of positive ageing…

应用统计 · 统计学 2014-10-21 Nil Kamal Hazra , Asok K. Nanda

Stochastic comparisons of series and parallel systems are important in many areas of engineering, operations research and reliability analysis. These comparisons allow for the evaluation of the performance and reliability of systems under…

统计理论 · 数学 2025-06-09 CM Revathi , Rajesh Moharana , Raju Bhakta

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

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…

统计理论 · 数学 2012-06-22 Yindeng Jiang , Michael D. Perlman

Mixtures of multivariate contaminated shifted asymmetric Laplace distributions are developed for handling asymmetric clusters in the presence of outliers (also referred to as bad points herein). In addition to the parameters of the related…

统计方法学 · 统计学 2018-04-25 Katherine Morris , Antonio Punzo , Paul D. McNicholas , Ryan P. Browne

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

Stochastic ordering among distributions has been considered in a variety of scenarios. Economic studies often involve research about the ordering of investment strategies or social welfare. However, as noted in the literature, stochastic…

In this paper, we study stochastic comparisons of parallel systems having log-Lindley distributed components. These comparisons are carried out with respect to reversed hazard rate and likelihood ratio ordering.

统计方法学 · 统计学 2016-08-25 Shovan Chowdhury , Amarjit Kundu

We study the problem of estimating the means of well-separated mixtures when an adversary may add arbitrary outliers. While strong guarantees are available when the outlier fraction is significantly smaller than the minimum mixing weight,…

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