Springer series in statistics
The idea for this book came from the time the authors spent at the Statistics and Applied
Mathematical Sciences Institute (SAMSI) in Research Triangle Park in North Carolina …
Mathematical Sciences Institute (SAMSI) in Research Triangle Park in North Carolina …
[图书][B] Stochastic orders
M Shaked - 2007 - books.google.com
In this chapter we study stochastic orders that compare the “location” or the “magnitude” of
random variables. The most important and common orders that are considered in this …
random variables. The most important and common orders that are considered in this …
A characterization of the dilation order and its applications
Let X and Y be two random variables with finite expectations EX and EY, respectively. Then
X is said to be smaller than Y in the dilation order if E [ϕ (X-EX)]≤ E [ϕ (Y-EY)] for any …
X is said to be smaller than Y in the dilation order if E [ϕ (X-EX)]≤ E [ϕ (Y-EY)] for any …
Preservation of stochastic orders for random minima and maxima, with applications
It is shown, in this note, that the right spread order and the increasing convex order are both
preserved under the taking of random maxima, and the total time on test transform order and …
preserved under the taking of random maxima, and the total time on test transform order and …
Role of equilibrium distribution in reliability studies
RC Gupta - Probability in the Engineering and Informational …, 2007 - cambridge.org
The equilibrium distribution arises as the limiting distribution of the forward recurrence time
in a renewal process. The purpose of this article is to study the relationships between the …
in a renewal process. The purpose of this article is to study the relationships between the …
The Laplace order and ordering of residual lives
F Belzunce, E Ortega, JM Ruiz - Statistics & Probability Letters, 1999 - Elsevier
The purpose of this paper is to study new notions of stochastic comparisons and aging
classes based on the Laplace transform order of residual lives. We give relationships to …
classes based on the Laplace transform order of residual lives. We give relationships to …
On a characterization of right spread order by the increasing convex order
F Belzunce - Statistics & Probability Letters, 1999 - Elsevier
The purpose of this paper is to give a characterization of a new variability order called the
right spread order. This characterization is given in terms of the increasing convex order …
right spread order. This characterization is given in terms of the increasing convex order …
Mean residual life function, associated orderings and properties
AK Nanda, S Bhattacharjee… - IEEE Transactions on …, 2009 - ieeexplore.ieee.org
Although the shape of the failure rate function plays an important role in repair and
replacement strategies, the mean residual life (mrl) function is more relevant as the latter …
replacement strategies, the mean residual life (mrl) function is more relevant as the latter …
General frailty model and stochastic orderings
RC Gupta, RD Gupta - Journal of statistical Planning and Inference, 2009 - Elsevier
In this paper, we propose a general frailty model and develop its properties including some
results for stochastic comparisons. More specifically, our main results lie in seeing how the …
results for stochastic comparisons. More specifically, our main results lie in seeing how the …
Stochastic comparisons, differential entropy and varentropy for distributions induced by probability density functions
AD Crescenzo, L Paolillo, A Suárez-Llorens - Metrika, 2024 - Springer
Stimulated by the need of describing useful notions related to information measures, we
introduce the 'pdf-related distributions'. These are defined in terms of transformation of …
introduce the 'pdf-related distributions'. These are defined in terms of transformation of …