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

In the usual statistical inference problem, we estimate an unknown parameter of a statistical model using the information in the random sample. A priori information about the parameter is also known in several real-life situations. One such…

We consider the problem of approximating a general Gaussian location mixture by finite mixtures. The minimum order of finite mixtures that achieve a prescribed accuracy (measured by various $f$-divergences) is determined within constant…

Let $X_1, X_2,\ldots, X_n$ (resp. $Y_1, Y_2,\ldots, Y_n$) be independent random variables such that $X_i$ (resp. $Y_i$) follows generalized exponential distribution with shape parameter $\theta_i$ and scale parameter $\lambda_i$ (resp.…

In this paper we focus on providing sufficient conditions for some well-known stochastic orders in reliability but dealing with the discrete versions of them, filling a gap in the literature. In particular, we find conditions based on the…

We propose some new results on the comparison of the minimum or maximum order statistic from a random number of non-identical random variables. Under the non-identical set-up, with certain conditions, we prove that random minimum (maximum)…

Most of the stochastic orders for comparing random variables, considered in the literature, are afflicted with two main drawbacks: (i) lack of connex property and (ii) lack of consideration of any dependence structure between the random…

The posterior distribution of the number of components k in a finite mixture satisfies a set of inequality constraints. The result holds irrespective of the parametric form of the mixture components and under assumptions on the prior…

Finite mixture distributions arise in sampling a heterogeneous population. Data drawn from such a population will exhibit extra variability relative to any single subpopulation. Statistical models based on finite mixtures can assist in the…

We consider component-wise equivariant estimation of order restricted location/scale parameters of a general bivariate distribution under quite general conditions on underlying distributions and the loss function. This paper unifies various…

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…

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…

In this manuscript, we study stochastic comparisons of the second-order statistics from dependent or independent observations with modified proportional hazard rates models. First, we establish the usual stochastic order of the second-order…

We provide a general and rigorous proof for the strong consistency of maximum likelihood estimators of the cumulative distribution function of the mixing distribution and structural parameter under finite mixtures of location-scale…

We provide two fundamental results on the population (infinite-sample) likelihood function of Gaussian mixture models with $M \geq 3$ components. Our first main result shows that the population likelihood function has bad local maxima even…

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…

Financial studies require volatility based models which provides useful insights on risks related to investments. Stochastic volatility models are one of the most popular approaches to model volatility in such studies. The asset returns…

This article considers a robust hierarchical Bayesian approach to deal with random effects of small area means when some of these effects assume extreme values, resulting in outliers. In presence of outliers, the standard Fay-Herriot model,…

Let $\{X_{1},\ldots,X_{N_1}\}$ and $\{Y_{1},\ldots,Y_{N_2}\}$ be two sequences of interdependent heterogeneous samples, where for $i=1,\ldots,N_{1},$ $X_{i}\sim \text{Kw-G}(x, \alpha_{i}, \gamma_{i};G)$ and for $i=1,\ldots,N_{2},$…

In this paper, we use a new partial order, called the f-majorization order. The new order includes as special cases the majorization , the reciprocal majorization and the p-larger orders. We provide a comprehensive account of the…

This article describes a model and an exact solution method for facility location problems with decision-dependent uncertainties. The model allows characterizing the probability distribution of the random elements as a function of the…