Search Results - "STOCHASTIC orders"

Usual stochastic orderings of the second smallest order statistics with dependent semi-parametric distribution random variables.

Authors: Lv, Guoqiang Yan, Rongfang Zhang, Jiandong

Source: Communications in Statistics: Theory & Methods. Oct2025, p1-24. 24p. 3 Illustrations.

Subject Terms: *EMPIRICAL research, *STATISTICAL reliability, STOCHASTIC orders, ORDER statistics, DEPENDENCE (Statistics)

Distorted distributions and ROC curves.

Authors: Capaldo, Marco Arevalillo, Jorge M. Navarro, Jorge

Source: Scandinavian Journal of Statistics. Dec2025, Vol. 52 Issue 4, p1786-1815. 30p.

Subject Terms: *DISTRIBUTION (Probability theory), *LORENZ curve, RECEIVER operating characteristic curves, STOCHASTIC orders, NONPARAMETRIC estimation, GINI coefficient

A New General Class of Discrete Bivariate Distributions Constructed by the Usual Stochastic Order.

Authors: Lee, Min Ju Yoo, Na Young Cha, Ji Hwan

Source: American Statistician. Nov2025, Vol. 79 Issue 4, p449-466. 18p.

Subject Terms: *STOCHASTIC models, *DISTRIBUTION (Probability theory), STOCHASTIC orders, DEPENDENCE (Statistics), MARGINAL distributions

Stochastic orderings for folded normal random variables.

Authors: Yao, Jia Li, Chen Pan, Xiaoqing

Source: Communications in Statistics: Theory & Methods. 2025, Vol. 54 Issue 23, p7488-7499. 12p.

Subject Terms: *RANDOM variables, STOCHASTIC orders, NUMERICAL calculations, PROBABILITY density function

Some stochastic orders and reliability properties for compound geometric distributions, their convolutions, and other ruin-related quantities.

Authors: Kanellopoulos, Lazaros Politis, Konstadinos

Source: Communications in Statistics: Theory & Methods. 2025, Vol. 54 Issue 19, p6172-6190. 19p.

Subject Terms: *RISK assessment, *STOCHASTIC processes, STOCHASTIC orders, ENGINEERING reliability theory, LAPLACE transformation

Value-driven multidimensional welfare analysis: A dominance approach with application to comparisons of European populations.

Authors: Argyris, Nikolaos Østerdal, Lars Peter Hussain, M. Azhar

Source: European Journal of Operational Research. Jul2025, Vol. 324 Issue 1, p200-220. 21p.

Subject Terms: *SOCIAL services, STOCHASTIC orders, STOCHASTIC dominance, SOCIAL comparison, CONCAVE functions

On comparisons of r-out-of-n systems having dependent components.

Authors: Rahaman, Saifur Kundu, Pradip Kundu, Amarjit

Source: Communications in Statistics: Theory & Methods. Aug2025, p1-27. 27p. 4 Illustrations.

Subject Terms: *STATISTICAL correlation, STOCHASTIC orders, COPULA functions

On general weighted extropy of extreme ranked set sampling.

Authors: Kumar Sahu, Pradeep Gupta, Nitin

Source: Communications in Statistics: Theory & Methods. 2025, Vol. 54 Issue 14, p4616-4634. 19p.

Subject Terms: *STATISTICS, *STATISTICAL sampling, STOCHASTIC orders, COMPARATIVE studies

Stochastic comparisons of aggregate claim amounts under Archimedean copula.

Authors: Guan, Qingyuan Wang, Bing Xing Balakrishnan, Narayanaswamy

Source: Statistics. Dec2025, Vol. 59 Issue 6, p1557-1571. 15p.

Subject Terms: *STOCHASTIC orders, *COPULA functions, *GENERALIZATION, *RANDOM variables, *ACTUARIAL risk

Stochastic order inequalities for systems with standby units and parallel-series configurations.

Authors: Alshehri, Mashael A. Kayid, M.

Source: Journal of Inequalities & Applications. 11/21/2025, Vol. 2025 Issue 1, p1-18. 18p.

Subject Terms: *STOCHASTIC orders, *RELIABILITY in engineering, *PARALLEL computers

On stochastic comparisons of α-mixture models with location-scale family of distributions.

Authors: Varghese, Akhila Anna K., Ameen Mahmood Sarkar, Soumyadeep et al.

Source: Statistics. Oct2025, Vol. 59 Issue 5, p1278-1300. 23p.

Subject Terms: *DISTRIBUTION (Probability theory), *STOCHASTIC orders, *STOCHASTIC analysis, *STATISTICAL sampling

Stochastic comparisons of extremes with a generalization of Weibull distribution.

Authors: Al-jabbar, Amaal Kelkinnama, Maryam Mahmoodi, Safieh

Source: Statistics. Oct2025, Vol. 59 Issue 5, p1139-1160. 22p.

Subject Terms: *ORDER statistics, *STOCHASTIC orders, *OUTLIERS (Statistics), *EXTREME value theory, *WEIBULL distribution, *DISTRIBUTION (Probability theory)

Flexible enhanced indexation models through stochastic dominance and ordered weighted average optimization.

Authors: Cesarone, Francesco Puerto, Justo

Source: European Journal of Operational Research. Jun2025, Vol. 323 Issue 2, p657-670. 14p.

Subject Terms: *LINEAR programming, *ABNORMAL returns, *STOCHASTIC models, STOCHASTIC dominance, STOCHASTIC orders

Tests for Almost Stochastic Dominance.

Authors: Baíllo, Amparo Cárcamo, Javier Mora-Corral, Carlos

Source: Journal of Business & Economic Statistics. Apr2025, Vol. 43 Issue 2, p338-350. 13p.

Subject Terms: *LORENZ curve, *CHECKS, *DATA analysis, STOCHASTIC dominance, STOCHASTIC orders

A revisit to two-component series and parallel systems with general standby redundancies.

Authors: Fang, Rui Li, Xiaohu

Source: Communications in Statistics: Theory & Methods. Jun2025, p1-15. 15p. 5 Illustrations.

Subject Terms: *RELIABILITY in engineering, *DISTRIBUTION (Probability theory), STOCHASTIC orders, REDUNDANCY in engineering, ENGINEERING reliability theory, LINEAR systems

Comparisons of Coherent Systems' Lifetimes in the Increasing Convex Order.

Authors: Buono, Francesco Pellerey, Franco

Source: Applied Stochastic Models in Business & Industry. May/Jun2025, Vol. 41 Issue 3, p1-10. 10p.

Subject Terms: *RELIABILITY in engineering, STOCHASTIC orders, ENGINEERING reliability theory, SCIENTIFIC observation, STOCHASTIC dominance, COHERENT states

General weighted extropy of minimum and maximum ranked set sampling with unequal samples.

Authors: Kumar Chaudhary, Santosh Gupta, Nitin

Source: Communications in Statistics: Theory & Methods. 2025, Vol. 54 Issue 11, p3174-3199. 26p.

Subject Terms: *STATISTICAL sampling, STOCHASTIC orders, ORDER statistics, SAMPLING (Process), SAMPLE size (Statistics), SAMPLING methods

On the longest/shortest negative excursion of a Lévy risk process and related quantities.

Authors: Lkabous, M. A. Palmowski, Z.

Source: Scandinavian Actuarial Journal. May2025, Vol. 2025 Issue 4, p367-386. 20p.

Subject Terms: STOCHASTIC orders, LEVY processes, TIME perspective

Ordering results for random maxima and minima from two dependent Kumaraswamy-generalized distributed samples.

Authors: Das, Sangita Balakrishnan, Narayanaswamy

Source: Statistics. Sep2025, p1-19. 19p. 2 Illustrations.

Subject Terms: *STOCHASTIC orders, *EXTREME value theory, *RANDOM variables, *LIKELIHOOD ratio tests, *HAZARD function (Statistics), *DISTRIBUTION (Probability theory)

A matrix technique to analyse directional stochastic orders with applications to elliptical distributions.

Authors: López-Díaz, María Concepción López-Díaz, Miguel

Source: Linear & Multilinear Algebra. Aug2025, Vol. 73 Issue 12, p2761-2780. 20p.

Subject Terms: *STOCHASTIC orders, *ISOMORPHISM (Mathematics), *DISTRIBUTION (Probability theory), *MATRICES (Mathematics), *MATHEMATICAL functions