Some fuzzy stochastic orderings for fuzzy random variables

A new approach to stochastic ordering of fuzzy random variables is investigated in this paper. The traditional definitions of stochastic ordering, hazard rate ordering, and also mean residual life ordering were extended and proposed the unified indexes to ranking fuzzy random variables. Finally, we study the stochastic ordering of fuzzy order statistics by using our proposed approach and established some properties.     

Extended resolution simulates binary decision diagrams

We prove that binary decision diagrams [R. Bryant, Symbolic Boolean manipulation with ordered binary decision diagrams, ACM Comput. Surveys 23 (3) (1992)] can be polynomially simulated by the extended resolution rule of [G.S. Tseitin, On the complexity of derivation in propositional calculus, in: A. Slisenko (Ed.), Studies in Constructive Mathematics and Mathematical Logics, 1968]. More precisely, for any unsatisfiable formula φ, there exists an extended resolution refutation of φ where the number of steps is polynomially bounded by the maximal size of the BDDs built from the formulae occurring in φ.     

On the use of binary decision diagrams for solving problems on simple games

Simple games are yes/no cooperative games which arise in many practical applications. Recently, we have used reduced ordered binary decision diagrams and quasi-reduced ordered binary decision diagrams (abbreviated as Robdds and Qobdds, respectively) for the representation of simple games and for the computation of some power indices. In the present paper, we continue this work. We show how further important computational problems on simple games can be solved using Qobdds, viz. the identification of some key players, the computation of the desirability relation on individuals, the test whether a simple game is proper and strong, respectively, and the computation of Qobdd-representations for the sets of all minimal winning coalitions, all shift-minimal winning coalitions and all blocking coalitions, respectively. Applications of these solutions include the computation of recent power indices based on shift-minimal winning coalitions and the test for linear separability of a directed simple game.     

Likelihood ratio orderings of spacings of heterogeneous exponential random variables

Let X₁,X₂,…,X_n be independent exponential random variables such that X_i has failure rate λ for i=1,…,p and X_j has failure rate λ^* for j=p+1,…,n, where p≥1 and q=n-p≥1. Denote by D_i:n(p,q)=X_i:n-X_i-1:n the ith spacing of the order statistics , where X_0:n≡0. It is shown that D_i:n(p,q)?_lrD_i+1:n(p,q) for i=1,…,n-1, and that if λ?λ^* then , and for i=1,…,n, where ?_lr denotes the likelihood ratio order. The main results are used to establish the dispersive orderings between spacings.     

Some partial orderings of exchangeable random variables by positive dependence

Some partial orderings of positively dependent exchangeable random variables are introduced. The interrelations among them, the inequalities which follow from them and two models which yield such partial orderings are then discussed. Particular examples include ordering multivariate normal, t, χ², Cauchy, exponential, binomial, Poisson, gamma and Farlie-Gumbel-Morgenstern random vectors. Applications to genetic selection and choice of sampling procedures are given.     

On families of distributions characterized by certain properties of ordered random variables

In this work, we obtain new characterizations of certain probability distributions by relations with different ordered random variables. Such variables include order statistics, sequential maxima, and records. We consider relations that include not only upper, but also lower record values. The presented ordered objects are based on sequences of independent random variables with a common continuous distribution function. We also investigate equalities in the distribution of sequential maxima exposed by various random shifts. These shifts (one-sided or two-sided) have exponential distributions. Certain theorems and their corollaries present corresponding characterizations of distributions by relations of such a type. In addition, we consider exponentially shifted order statistics such that simple relations among them also characterize certain probability distributions. All of the presented results yield a set of characterizations of various distributions. For particular cases, we present the relations that characterize families of classical exponential and logistic distributions.     

On the random max-closure for heavy-tailed random variables

In this paper, we study the random max-closure property for not necessarily identically distributed real-valued random variables X ₁ ,X ₂ , . . . , which states that, given distributions \( {F}_{X_1} \) , \( {F}_{X_2} \) , . . . from some class of heavy-tailed distributions, the distribution of the random maximum X( _η) := max{0,X ₁ , . . . , X _η } or random maximum S _(η) := max{0, S ₁ , . . . , S _η } belongs to the same class of heavy-tailed distributions. Here, S _n = X ₁ + · · · + X _n , n ≥ 1, and η is a counting random variable, independent of {X ₁ ,X ₂ , . . . }. We provide the conditions for the random max-closure property in the case of classes Open image in new window and Open image in new window .     

Approximations to the distributions of ordered distance random variables

Summary In the present note we give short proofs of asymptotic theorems for the distributions of extreme and intermediate ordered distance random variables. Moreover, a quick goodness-of-fit test is proposed which is based on a single intermediate ordered distance random variable.     

On theories of random variables

We study theories of spaces of random variables: first, we consider random variables with values in the interval [0, 1], then with values in an arbitrary metric structure, generalising Keisler’s randomisation of classical structures. We prove preservation and non-preservation results for model theoretic properties under this construction:

1. The randomisation of a stable structure is stable.
2. The randomisation of a simple unstable structure is not simple.

We also prove that in the randomised structure, every type is a Lascar type.     

Stochastic equivalence of ordered random variables with applications in reliability theory

This paper presents some conditions for stochastic equality of (univariate or multivariate) random variables under various stochastic orderings. The main results provide generalizations of several known results. Applications to stochastic equivalence and characterization problems associated with multivariate NBU (NBUE) distributions are also included.     

On distributions of random variables chosen at random

The existence of typical distributions for random variables chosen at random from a finite-dimensional random variable vector space of high dimension is established. Possible typical distributions are described, and conditions for the typical distribution to be standard Gaussian are given. Bibliography: 2 titles. Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 216, 1994, pp. 153–160. Translated by the author.     

On growing random binary trees

A sequence {T_n}_{n = 1}^∞ of nested binary trees generated by an infinite sequence of i.i.d. random variables is studied. Two absolute constants β₁,β₂ are shown to exist (0.37 < β₁ < 0.50, 3.58 < β₂ < 4.32), such that $\text{lim}\text{h}{}_{\mathrm{n}}\text{ln}\text{n = β}{}_1\text{,}\text{lim}\text{H}{}_{\mathrm{n}}\text{/}\text{ln}\text{n = β}{}_2$ with probability one; here h_n and H_n are respectively the lengths of the shortest and the longest branches of the tree T_n.     

On cumulative jump random variables

Stochastic models for phenomena that can exhibit sudden changes involve the use of processes whose sample functions may have discontinuities. This paper provides some tools for working with such processes. We develop a sample path formula for the cumulative jump height over a given time interval. From this formula an expression for the expected value of the cumulative jump random variable is developed under reasonable conditions. The results are applied to finding the expected number of failures in the separate maintenance model over a stated time interval and to the expected number of occurrences of a regenerative event over a stated time interval.     

Representations of ordered random variables in the terms of the sums or products of independent variables

This is a survey of the available representations capable of expressing dependent ordered variables like order statistics and records as sums of independent summands or as products of independent random multipliers. Some new similar representations are obtained that in a similar manner express the common distributions of representatives of these two types of ordered random variables.     

On central limit theorems for shrunken random variables

We discuss Central Limit Theorems and absence of limiting distributions for shrunken random variables.

     

On a characterization question for symmetric random variables

If X₁, X₂ are independent with common density g symmetric about zero, then $\text{P(X}{}_1\text{+ αX}{}_2\text{> 0) =}\text{1}\text{2}$ for all real α. We provide a counter example to show that the converse is false and thus settle a question posed by Burdick (1972).     

On rank correlation measures for non-continuous random variables

For continuous random variables, many dependence concepts and measures of association can be expressed in terms of the corresponding copula only and are thus independent of the marginal distributions. This interrelationship generally fails as soon as there are discontinuities in the marginal distribution functions. In this paper, we consider an alternative transformation of an arbitrary random variable to a uniformly distributed one. Using this technique, the class of all possible copulas in the general case is investigated. In particular, we show that one of its members—the standard extension copula introduced by Schweizer and Sklar—captures the dependence structures in an analogous way the unique copula does in the continuous case. Furthermore, we consider measures of concordance between arbitrary random variables and obtain generalizations of Kendall's tau and Spearman's rho that correspond to the sample version of these quantities for empirical distributions.