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Given two multivariate copulas with corresponding tail dependence functions, we investigate the relation between a natural tail dependence ordering and the order of local stochastic dominance. We show that, although the two orderings are not ...

Traditionally, in reliability acceptance sampling plans, the decision to accept or reject a lot is made by performing the life tests of items. However, when the item’s deterioration is described by a degradation process, it can be made based on ...

In this paper, by considering two multi-state semi-coherent systems sharing some components, we define the multi-state joint signature. Then, some properties of this multi-state joint signature are discussed in detail, and some preservation ...

We revisit the classical Schmitter problem in ruin theory and consider it for randomly chosen initial surplus level U. We show that the computational simplification that is obtained for exponentially distributed U allows to connect the problem to ...

In this article, we explore a new model with three parameters called Gamma–Gompertz (G G o) distribution which is generated by the gamma-X family. The G G o distribution provides better fits than some competing distributions such as ...

We propose a compositional technique for efficient evaluation of the cumulative distribution function of the response time of complex workflows, consisting of activities with generally distributed stochastic durations composed through sequence, ...

The Weibull distribution has been generalized by many authors in recent years. Here, we introduce a new generalization of the Weibull distribution, called Alpha logarithmic transformed Weibull distribution that provides better fits ...

A new scheme-distribution-based representation is presented for the cumulative distribution function of the number of success runs of length k in a sequence of exchangeable binary trials. By utilizing this new representation, some stochastic ...

We analyze monotonicity of base stock levels in multi-product inventory-production systems where arriving demand triggers production of a new unit. In a paper from 1996, Rubio and Wein used open Jackson networks to describe such integrated models. They ...

Contingency tables are often used to display the multivariate frequency distribution of variables of interest. Under the common multinomial assumption, the first step of contingency table analysis is to estimate cell probabilities. It is well known that ...

We extend the notion of statistical preference to the general framework of imprecise probabilities, by proposing a new notion of desirability of gambles called "sign-desirability", different from the usual desirability notion in Walley's framework. We ...

For many psychological test applications, the simple sum score across the items is used to make inferences about subjects. However, most of the item response theory models for psychological test data do not support such usage of the sum score. A simple ...

In this paper, we shall generalize stochastic comparison of lifetimes of two (n-k+1)-out-of-n systems of possibly dependent lifetimes. The type of dependency assumed throughout this paper is according to Archimedean copulas with n-monotone and ...

The main results imply that the probability P(Z@?A+@q) is Schur-concave/Schur-convex in (@q"1^2,...,@q"k^2) provided that the indicator function of a set A in R^k is so, respectively; here, @q=(@q"1,...,@q"k)@?R^k and Z is a standard normal random ...

The peakedness of a random variable (RV) X about a point a is defined by P"a(x)=P(|X-a|@?x),x>=0. A RV X is said to be less peaked about a than a RV Y about b, denoted by X@?"p"k"d"("a","b")Y, if P(|X-a|@?x)@?P(|Y-b|@?x) for all x>=0, i.e., |X-a| is ...

In this paper, the sample range from a heterogeneous exponential sample is shown to be larger than that from a homogeneous exponential sample in the sense of the star ordering. Then, by using this result, some equivalent characterizations of stochastic ...

This paper has proposed a new metric for characterizing the load of a uniprocessor computer. This metric is defined as a ratio of the average waiting time experienced by computing tasks to the average idle time of the processor. This definition is based ...

The paper presents a possibility theory based formulation of one-parameter estimation that unifies some usual direct probability formulations. Point and confidence interval estimation are expressed in a single theoretical formulation and incorporated ...

Abstract: ELISA plates are widely used to detect products of a proteic nature. Associated diagnostic tools are usually expensive; alternatively, modern pocket computers (such as PDAs and internet tablets) could become the platform of choice for low cost ...

In competing risks studies, the Kaplan-Meier estimators of the distribution functions (DFs) of lifetimes and the corresponding estimators of cumulative incidence functions (CIFs) are used widely when no prior information is available for these ...