scholarly journals Stochastic Comparisons of Weighted Distributions and Their Mixtures

Entropy ◽  
2020 ◽  
Vol 22 (8) ◽  
pp. 843
Author(s):  
Abdulhakim A. Albabtain ◽  
Mansour Shrahili ◽  
M. A. Al-Shehri ◽  
M. Kayid
Keyword(s):  
Mixture Model ◽  
Stochastic Ordering ◽  
Random Variable ◽  
Parametric Family ◽  
Coherent Systems ◽  
Stochastic Comparisons ◽  
Stochastic Variation ◽  
Weighted Distributions

In this paper, various stochastic ordering properties of a parametric family of weighted distributions and the associated mixture model are developed. The effect of stochastic variation of the output random variable with respect to the parameter and/or the underlying random variable is specifically investigated. Special weighted distributions are considered to scrutinize the consistency as well as the usefulness of the results. Stochastic comparisons of coherent systems made of identical but dependent components are made and also a result for comparison of Shannon entropies of weighted distributions is developed.

scholarly journals Stochastic Comparisons of Some Distances between Random Variables

Mathematics ◽  
2021 ◽  
Vol 9 (9) ◽  
pp. 981
Author(s):  
Patricia Ortega-Jiménez ◽  
Miguel A. Sordo ◽  
Alfonso Suárez-Llorens
Keyword(s):  
Financial Risk ◽  
Sufficient Conditions ◽  
Random Variables ◽  
Stochastic Ordering ◽  
Random Variable ◽  
Distribution Functions ◽  
Stochastic Comparisons ◽  
Stochastic Orderings ◽  
Absolute Value ◽  
The Difference

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.

PRESERVATION OF LOG-CONCAVITY AND LOG-CONVEXITY UNDER OPERATORS

2020 ◽  
pp. 1-14
Author(s):  
Wanwan Xia ◽  
Tiantian Mao ◽  
Taizhong Hu
Keyword(s):  
Distribution Function ◽  
Operations Research ◽  
Random Variable ◽  
Group Property ◽  
Semi Group ◽  
Real Numbers ◽  
Bernstein Type ◽  
Stochastic Comparisons ◽  
Weighted Distributions ◽  
The Family

Log-concavity [log-convexity] and their various properties play an increasingly important role in probability, statistics, operations research and other fields. In this paper, we first establish general preservation theorems of log-concavity and log-convexity under operator $\phi \longmapsto T(\phi , \theta )=\mathbb {E}[\phi (X_\theta )]$ , θ ∈ Θ, where Θ is an interval of real numbers or an interval of integers, and the random variable $X_\theta$ has a distribution function belonging to the family $\{F_\theta , \theta \in \Theta \}$ possessing the semi-group property. The proofs are based on the theory of stochastic comparisons and weighted distributions. The main results are applied to some special operators, for example, operators occurring in reliability, Bernstein-type operators and Beta-type operators. Several known results in the literature are recovered.

A note on stochastic ordering of order statistics

1997 ◽  
Vol 34 (03) ◽  
pp. 785-789 ◽  
Author(s):  
Chunsheng Ma
Keyword(s):  
Order Statistics ◽  
Stochastic Ordering ◽  
Random Variable ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Stochastic Comparisons ◽  
Homogeneous Population ◽  
Independent Components ◽  
Binomial Random Variable ◽  
Necessary And Sufficient

A necessary and sufficient condition is obtained for a Poisson binomial random variable to be stochastically larger (or smaller) than a binomial random variable. It is then used to deal with the stochastic comparisons of order statistics from heterogeneous populations with those from a homogeneous population. The result has obvious applications in the stochastic comparisons of lifetimes of k-out-of-n systems having independent components.

A note on stochastic ordering of order statistics

1997 ◽  
Vol 34 (3) ◽  
pp. 785-789 ◽  
Author(s):  
Chunsheng Ma
Keyword(s):  
Order Statistics ◽  
Stochastic Ordering ◽  
Random Variable ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Stochastic Comparisons ◽  
Homogeneous Population ◽  
Independent Components ◽  
Binomial Random Variable ◽  
Necessary And Sufficient

A necessary and sufficient condition is obtained for a Poisson binomial random variable to be stochastically larger (or smaller) than a binomial random variable. It is then used to deal with the stochastic comparisons of order statistics from heterogeneous populations with those from a homogeneous population. The result has obvious applications in the stochastic comparisons of lifetimes of k-out-of-n systems having independent components.

Optimal allocation of relevations in coherent systems

2021 ◽  
Vol 58 (4) ◽  
pp. 1152-1169
Author(s):  
Rongfang Yan ◽  
Jiandong Zhang ◽  
Yiying Zhang
Keyword(s):  
Optimal Allocation ◽  
Necessary Conditions ◽  
Stochastic Order ◽  
Coherent Systems ◽  
Stochastic Comparisons ◽  
Hazard Rate Order ◽  
Usual Stochastic Order ◽  
Special Cases ◽  
Sufficient And Necessary Conditions ◽  
Allocation Strategies

AbstractIn this paper we study the allocation problem of relevations in coherent systems. The optimal allocation strategies are obtained by implementing stochastic comparisons of different policies according to the usual stochastic order and the hazard rate order. As special cases of relevations, the load-sharing and minimal repair policies are further investigated. Sufficient (and necessary) conditions are established for various stochastic orderings. Numerical examples are also presented as illustrations.

scholarly journals Analysis of the Past Lifetime in a Replacement Model through Stochastic Comparisons and Differential Entropy

Mathematics ◽  
2020 ◽  
Vol 8 (8) ◽  
pp. 1203 ◽  
Author(s):  
Antonio Di Crescenzo ◽  
Patrizia Di Gironimo ◽  
Suchandan Kayal
Keyword(s):  
Random Variable ◽  
Fixed Time ◽  
Neuronal Model ◽  
Lifetime Distribution ◽  
Differential Entropy ◽  
Firing Activity ◽  
Stochastic Comparisons ◽  
The Past ◽  
Replacement Procedure ◽  
Replacement Model

A suitable replacement model for random lifetimes is extended to the context of past lifetimes. At a fixed time u an item is planned to be replaced by another one having the same age but a different lifetime distribution. We investigate the past lifetime of this system, given that at a larger time t the system is found to be failed. Subsequently, we perform some stochastic comparisons between the random lifetimes of the single items and the doubly truncated random variable that describes the system lifetime. Moreover, we consider the relative ratio of improvement evaluated at x ∈ ( u , t ) , which is finalized to measure the goodness of the replacement procedure. The characterization and the properties of the differential entropy of the system lifetime are also discussed. Finally, an example of application to the firing activity of a stochastic neuronal model is provided.

Stochastic Comparisons Between Coherent Systems with Active Redundancies Under Proportional Hazards and Reversed Hazards Models

2020 ◽  
Vol 28 (01) ◽  
pp. 2150007
Author(s):  
Maryam Kelkinnama
Keyword(s):  
Proportional Hazards ◽  
Sufficient Conditions ◽  
System Level ◽  
Coherent Systems ◽  
Stochastic Comparisons ◽  
Component Level ◽  
Lifetime Distributions ◽  
Hazards Model ◽  
System Improvement

This paper is concerned with the problem of stochastic comparisons between the lifetimes of two coherent systems with active redundancy. For this purpose, we consider both the active redundancy at the system level and the redundancy at the component level. We assume that the original components are identically distributed and possibly dependent. It is also assumed that for each component, there are [Formula: see text] redundant components with possibly different lifetime distributions which follow the proportional hazards (reversed hazards) model. Under some conditions on the domination function of the system, we compare the lifetimes of the systems based on majorization orders between the parameter vectors of the proportionality of the component lifetimes. We also give sufficient conditions under which adding more redundant components imply the system improvement.

scholarly journals On the Conditional Residual Life and Inactivity Time of Coherent Systems

2014 ◽  
Vol 51 (4) ◽  
pp. 990-998 ◽  
Author(s):  
A. Parvardeh ◽  
N. Balakrishnan
Keyword(s):  
Residual Life ◽  
Coherent System ◽  
Coherent Systems ◽  
Stochastic Comparisons ◽  
Distributed Components ◽  
Inactivity Time ◽  
Independent And Identically Distributed

In this paper we derive mixture representations for the reliability functions of the conditional residual life and inactivity time of a coherent system with n independent and identically distributed components. Based on these mixture representations we carry out stochastic comparisons on the conditional residual life, and the inactivity time of two coherent systems with independent and identical components.

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