New sufficient conditions for strong unimodality of multivariate discrete distributions

2018 ◽  
Vol 237 ◽  
pp. 1-25
Author(s):  
Majed Ghazi Alharbi ◽  
Ersoy Subasi ◽  
Munevver Mine Subasi
Keyword(s):  
Sufficient Conditions ◽  
Discrete Distributions ◽  
Strong Unimodality ◽  
Multivariate Discrete Distributions

scholarly journals On strong unimodality of multivariate discrete distributions

2009 ◽  
Vol 157 (2) ◽  
pp. 234-246 ◽  
Author(s):  
Ersoy Subasi ◽  
Munevver Mine Subasi ◽  
András Prékopa
Keyword(s):  
Discrete Distributions ◽  
Strong Unimodality ◽  
Multivariate Discrete Distributions

scholarly journals Exact Penalization in Stochastic Programming—Calmness and Constraint Qualification

2014 ◽  
Vol 2014 ◽  
pp. 1-6
Author(s):  
Martin Branda
Keyword(s):  
Stochastic Programming ◽  
Error Bound ◽  
Constraint Qualification ◽  
Sufficient Conditions ◽  
Discrete Distributions ◽  
Exact Penalty ◽  
Asymptotic Equivalence ◽  
Exact Penalization ◽  
Local Minimizers ◽  
Constrained Problems

We deal with the conditions which ensure exact penalization in stochastic programming problems under finite discrete distributions. We give several sufficient conditions for problem calmness including graph calmness, existence of an error bound, and generalized Mangasarian-Fromowitz constraint qualification. We propose a new version of the theorem on asymptotic equivalence of local minimizers of chance constrained problems and problems with exact penalty objective. We apply the theory to a problem with a stochastic vanishing constraint.

Partial orderings under cumulative damage shock models

1993 ◽  
Vol 25 (04) ◽  
pp. 939-946 ◽  
Author(s):  
Franco Pellerey
Keyword(s):  
Likelihood Ratio ◽  
Sufficient Conditions ◽  
Cumulative Damage ◽  
Discrete Distributions ◽  
Counting Processes ◽  
Likelihood Ratio Order ◽  
Common Shocks ◽  
Shock Models ◽  
Partial Orderings ◽  
The Mean

Two devices are subjected to common shocks arriving according to two identical counting processes. Let and denote the probability of surviving k shocks for the first and the second device, respectively. We find conditions on the discrete distributions and in order to obtain the failure rate order (FR), the likelihood ratio order (LR) and the mean residual order (MR) between the random lifetimes of the two devices. We also obtain sufficient conditions under which the above mentioned relations between the discrete distributions are verified in some cumulative damage shock models.

Partial orderings under cumulative damage shock models

1993 ◽  
Vol 25 (4) ◽  
pp. 939-946 ◽  
Author(s):  
Franco Pellerey
Keyword(s):  
Likelihood Ratio ◽  
Sufficient Conditions ◽  
Cumulative Damage ◽  
Discrete Distributions ◽  
Counting Processes ◽  
Likelihood Ratio Order ◽  
Common Shocks ◽  
Shock Models ◽  
Partial Orderings ◽  
The Mean

Two devices are subjected to common shocks arriving according to two identical counting processes. Let and denote the probability of surviving k shocks for the first and the second device, respectively. We find conditions on the discrete distributions and in order to obtain the failure rate order (FR), the likelihood ratio order (LR) and the mean residual order (MR) between the random lifetimes of the two devices. We also obtain sufficient conditions under which the above mentioned relations between the discrete distributions are verified in some cumulative damage shock models.

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