scholarly journals Stochastic comparisons and bounds for conditional distributions by using copula properties

2018 ◽  
Vol 6 (1) ◽  
pp. 156-177 ◽  
Author(s):  
Jorge Navarro ◽  
Miguel A. Sordo

Abstract We prove that different conditional distributions can be represented as distorted distributions. These representations are used to obtain stochastic comparisons and bounds for them based on properties of the underlying copula. These properties can be used to explain the meaning of mathematical properties of copulas connecting them with dependence concepts. Some applications and illustrative examples are provided as well.

2017 ◽  
Vol 32 (2) ◽  
pp. 246-274 ◽  
Author(s):  
M. Burkschat ◽  
J. Navarro

We consider systems based on sequential order statistics (SOS) with underlying distributions possessing proportional hazard rates (PHRs). In that case, the lifetime distribution of the system can be expressed as a distorted distribution. Motivated by the distribution structure in the case of pairwise different model parameters, a particular class of distorted distributions, the generalized PHR model, is introduced and characterizations of stochastic comparisons for several stochastic orders are obtained. Moreover, results on the asymptotic behavior of some aging characteristics, for example, the hazard rate and the mean residual life function, of general distorted distributions as well as related bounds are given. The results are supplemented with limiting properties of the systems in the case of possibly equal model parameters. Some examples are presented in order to illustrate the application of the findings to systems based on SOS and also to systems with independent heterogeneous components.


2019 ◽  
Vol XVI (2) ◽  
pp. 1-11
Author(s):  
Farrukh Jamal ◽  
Hesham Mohammed Reyad ◽  
Soha Othman Ahmed ◽  
Muhammad Akbar Ali Shah ◽  
Emrah Altun

A new three-parameter continuous model called the exponentiated half-logistic Lomax distribution is introduced in this paper. Basic mathematical properties for the proposed model were investigated which include raw and incomplete moments, skewness, kurtosis, generating functions, Rényi entropy, Lorenz, Bonferroni and Zenga curves, probability weighted moment, stress strength model, order statistics, and record statistics. The model parameters were estimated by using the maximum likelihood criterion and the behaviours of these estimates were examined by conducting a simulation study. The applicability of the new model is illustrated by applying it on a real data set.


Author(s):  
Vladimir Zeitlin

It is shown how the standard RSW can be ’augmented’ to include phase transitions of water. This chapter explains how to incorporate extra (convective) vertical fluxes in the model. By using Lagrangian conservation of equivalent potential temperature condensation of the water vapour, which is otherwise a passive tracer, is included in the model and linked to convective fluxes. Simple relaxational parameterisation of condensation permits the closure of the system, and surface evaporation can be easily included. Physical and mathematical properties of thus obtained model are explained, and illustrated on the example of wave scattering on the moisture front. The model is applied to ’moist’ baroclinic instability of jets and vortices. Condensation is shown to produce a transient increase of the growth rate. Special attention is paid to the moist instabilities of hurricane-like vortices, which are shown to enhance intensification of the hurricane, increase gravity wave emission, and generate convection-coupled waves.


Author(s):  
Ellen Kristine Solbrekke Hansen

AbstractThis paper aims to give detailed insights of interactional aspects of students’ agency, reasoning, and collaboration, in their attempt to solve a linear function problem together. Four student pairs from a Norwegian upper secondary school suggested and explained ideas, tested it out, and evaluated their solution methods. The student–student interactions were studied by characterizing students’ individual mathematical reasoning, collaborative processes, and exercised agency. In the analysis, two interaction patterns emerged from the roles in how a student engaged or refrained from engaging in the collaborative work. Students’ engagement reveals aspects of how collaborative processes and mathematical reasoning co-exist with their agencies, through two ways of interacting: bi-directional interaction and one-directional interaction. Four student pairs illuminate how different roles in their collaboration are connected to shared agency or individual agency for merging knowledge together in shared understanding. In one-directional interactions, students engaged with different agencies as a primary agent, leading the conversation, making suggestions and explanations sometimes anchored in mathematical properties, or, as a secondary agent, listening and attempting to understand ideas are expressed by a peer. A secondary agent rarely reasoned mathematically. Both students attempted to collaborate, but rarely or never disagreed. The interactional pattern in bi-directional interactions highlights a mutual attempt to collaborate where both students were the driving forces of the problem-solving process. Students acted with similar roles where both were exercising a shared agency, building the final argument together by suggesting, accepting, listening, and negotiating mathematical properties. A critical variable for such a successful interaction was the collaborative process of repairing their shared understanding and reasoning anchored in mathematical properties of linear functions.


Author(s):  
B. G.-Tóth ◽  
E. M. T. Hendrix ◽  
L. G. Casado

AbstractOver the last decades, algorithms have been developed for checking copositivity of a matrix. Methods are based on several principles, such as spatial branch and bound, transformation to Mixed Integer Programming, implicit enumeration of KKT points or face-based search. Our research question focuses on exploiting the mathematical properties of the relative interior minima of the standard quadratic program (StQP) and monotonicity. We derive several theoretical properties related to convexity and monotonicity of the standard quadratic function over faces of the standard simplex. We illustrate with numerical instances up to 28 dimensions the use of monotonicity in face-based algorithms. The question is what traversal through the face graph of the standard simplex is more appropriate for which matrix instance; top down or bottom up approaches. This depends on the level of the face graph where the minimum of StQP can be found, which is related to the density of the so-called convexity graph.


Mathematics ◽  
2021 ◽  
Vol 9 (9) ◽  
pp. 981
Author(s):  
Patricia Ortega-Jiménez ◽  
Miguel A. Sordo ◽  
Alfonso Suárez-Llorens

The aim of this paper is twofold. First, we show that the expectation of the absolute value of the difference between two copies, not necessarily independent, of a random variable is a measure of its variability in the sense of Bickel and Lehmann (1979). Moreover, if the two copies are negatively dependent through stochastic ordering, this measure is subadditive. The second purpose of this paper is to provide sufficient conditions for comparing several distances between pairs of random variables (with possibly different distribution functions) in terms of various stochastic orderings. Applications in actuarial and financial risk management are given.


Mathematics ◽  
2020 ◽  
Vol 9 (1) ◽  
pp. 45
Author(s):  
Emilio Gómez-Déniz ◽  
Enrique Calderín-Ojeda

We jointly model amount of expenditure for outpatient visits and number of outpatient visits by considering both dependence and simultaneity by proposing a bivariate structural model that describes both variables, specified in terms of their conditional distributions. For that reason, we assume that the conditional expectation of expenditure for outpatient visits with respect to the number of outpatient visits and also, the number of outpatient visits expectation with respect to the expenditure for outpatient visits is related by taking a linear relationship for these conditional expectations. Furthermore, one of the conditional distributions obtained in our study is used to derive Bayesian premiums which take into account both the number of claims and the size of the correspondent claims. Our proposal is illustrated with a numerical example based on data of health care use taken from Medical Expenditure Panel Survey (MEPS), conducted by the U.S. Agency of Health Research and Quality.


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