Gompertz分布顺序统计量的一些随机比较

考虑两组相互独立的来自非齐次总体Gompertz分布的样本,给出了最小顺序统计量的反向失效率序、散度序以及凸变换序之间的比较和最大顺序统计量的普通随机序的比较.     

半序赋范空间及增算子的不动点定理

在赋范线性空间E中定义了由E上连续性泛函确定的半序,并由半序引出E上的锥,讨论了半序和锥的若干性质,最后证明了几个单调增算子的不动点定理。     

LIR序关系的一些封闭性质

证明了Location Independent Riskier Order随机序关系关于简单随机样本的极小值与可微递增凹变换的封闭性质，并讨论了Dilation序关系的一些矩不等式．     

更新过程中的几个随机比较结果

本文研究了更新过程中的几个随机比较结果.通过对不同时刻之前的最后一次更新发生时刻变量在失效率序、反向失效率序和似然比序意义下的随机比较,获得了若底分布F是IFR,则t之前最后一次更新的发生时刻变量SN(t)在失效率序和反向失效率序意义下关于t单调递增;若底分布F是IFR且绝对连续,则SN(t)在似然比序意义下关于t单调递增.     

巧用“函数比”单调增性的一个命题

给出一个有关“函数比”单调增性的命题     

半序度量空间中随机映射对的三元随机重合点定理

本文在完备可分的半序度量空间中,引入随机映射对F∶Ω×X×X×X→X与g∶Ω×X→X的随机g-混合单调性质以及随机可交换性质的定义,研究该映射对满足不同压缩条件下的三元随机重合点与三元随机不动点问题,所得结果推广已有文献中的一些随机不动点定理.     

半序度量空间中公共二元随机重合点定理及其应用

在完备可分的半序度量空间中,引入了随机映射对(F,G)关于g随机半序弱增以及(F,G)随机半序弱增的定义,研究了在满足一定非线性压缩条件下的随机映射列F_k:Ω×X×X→X,k=1,2…,g:Ω×X→X和h:Ω×X→X的公共二元随机重合点与公共二元随机不动点问题,所得结果推广了已有文献中的一些不动点定理.     

记录值中的随机序与年龄性质

研究记录值中的随机序与年龄性质．证明了任何通过两个分布函数的行为所定义的随机序,均可以被它们相应的记录值所保持,而两个随机变量之间的剩余财富序,可以导致其相应记录值序列的平均连续增量的序关系．也讨论了K-记录值的连续增量的年龄性质．     

扩散过程的随机序及其在偏微分方程上的应用（英文）

随机序用于比较分布函数的中心位置和分散程度,而这两个特征反映了两个变量或随机过程的大小关系.由于随机过程的不确定性性质,其随机序的研究相对较为困难.因此,本文旨在分析扩散过程随机序关系,以随机微分方程为媒介,利用条件期望的性质,直接证明了扩散过程的强序、增凸序、增凹序及Laplace-Stieltjes转移序的性质.然后将随机序方法应用到扩散过程的Fokker-Planck方程中,验证了一类偏微分方程解的弱比较定理.     

随机非线性单调映射

本文讨论随机非线性单调映射的基本性质,得到了关于强制型、扰动型及非强制型随机非线性单调映射的一些重要结果.本文所得结果,改进和推广了近期一些作者的工作.     

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??The mean residual life (MRL) function plays a very important role in the area of reliability engineering, survival analysis, and many other fields. In this paper, we introduce and study a new stochastic order which gives stochastic comparison for mean residual life of strictly increasing concave function of two random variables. We show that this new stochastic order lies between the hazard rate and mean residual life orders. The preservation properties under mixtures are presented here. Finally, we give some applications of this new order in reliability theory.     

Maxima and minima of homogeneous Gaussian random fields over continuous time and uniform grids

ABSTRACT

In this paper, for centred homogeneous Gaussian random fields the joint limiting distributions of normalized maxima and minima over continuous time and uniform grids are investigated. It is shown that maxima and minima are asymptotic dependent for strongly dependent homogeneous Gaussian random field with the choice of sparse grid, Pickands' grid or dense grid, while for the weakly dependent Gaussian random field maxima and minima are asymptotically independent.     

Right Spread序的若干封闭性质

§1Introductionandmotivation Itisalwaysofinteresttocomparethevariabilityoftworandomvariablesinreliability theoryandeconomics.Thecomparisonsbasedonmomentssuchasvarianceandstandard deviationarenotveryinformativealthoughsuchmeasuresaresimpletouse.Meanwhile,sincethesecomparisonsarestaticones,andhencetheirapplicationsinsomefields,e.g.,reliabilityandfinance,arerestricted.Inthesefields,however,somedynamicalcomparisons areneeded.Asaresult,severalstochasticordersthataremorerefinedhavebeen establishedi…     

关于Gamma分布的秩序统计量的随机比较

对于独立不同分布的两个Gamma样本，当它们相同的形状参数大于或等于1时，最近Korwar(2002)证明了，当它们的尺度参数满足优化序时，样本的卷积就满足似然比序．本文我们证明了，当Gamma分布的形状参数小于1时，样本的对应秩序统计量之间存在一致的一般随机序；然而当形状参数大于1时，样本对应的极大值和极小值统计量有着相反的一般随机序。     

Preservation properties of a homogeneous Poisson process stopped at an independent random time

To study the ageing and stochastic properties of lifetime random variables, several classes of lifetime distributions have been defined in reliability literature. In this context, an interesting problem is then to investigate the closure properties of such classes under different operators. In this paper, we study the preservation properties of classes of increasing mean inactivity time (IMIT), increasing variance inactivity time (IVIT), and some other recently introduced classes, such as NRBU, NRBUE, and NBRUrh, under a Poisson process stopped at a random time. We also analyze the preservation properties of Poisson shock models for the above-mentioned ageing classes.     

On the increasing convex order of generalized aggregation of dependent random variables

In this article, we study stochastic properties of the generalized sum of right tail weakly stochastic arrangement increasing (RWSAI) nonnegative random variables accompanied with stochastic arrangement increasing (SAI) Bernoulli variables. In terms of monotonicity, supermodularity/submodularity, and convexity of the bivariate kernel function, sufficient conditions are developed for the increasing convex ordering on the generalized aggregation. Applications in actuarial science including the individual risk model and the reserving capital allocation are presented to highlight our results.     

Extreme behavior of multivariate phase-type distributions

This paper investigates the limiting distributions of the componentwise maxima and minima of suitably normalized iid multivariate phase-type random vectors. In the case of maxima, a large parametric class of multivariate extreme value (MEV) distributions is obtained. The flexibility of this new class is exemplified in the bivariate setup. For minima, it is shown that the dependence structure of the Marshall-Olkin class arises in the limit.     

Stochastic orders of scalar products with applications

In this paper, we study stochastic orders of scalar products of random vectors. Based on the study of Ma [Ma, C., 2000. Convex orders for linear combinations of random variables. J. Statist. Plann. Inference 84, 11-25], we first obtain more general conditions under which linear combinations of random variables can be ordered in the increasing convex order. As an application of this result, we consider the scalar product of two random vectors which separates the severity effect and the frequency effect in the study of the optimal allocation of policy limits and deductibles. Finally, we obtain the ordering of the optimal allocation of policy limits and deductibles when the dependence structure of the losses is unknown. This application is a further study of Cheung [Cheung, K.C., 2007. Optimal allocation of policy limits and deductibles. Insurance: Math. Econom. 41, 382-391].     

General proportional mean residual life model

By considering a covariate random variable in the ordinary proportional mean residual life (PMRL) model, we introduce and study a general model, taking more situations into account with respect to the ordinary PMRL model. We investigate how stochastic structures of the proposed model are affected by the stochastic properties of the baseline and the mixing variables in the model. Several characterizations and preservation properties of the new model under different stochastic orders and aging classes are provided. In addition, to illustrate different properties of the model, some examples are presented.