8 papers
Stochastic Ordering of Dependent Systems under Transformation Models and Archimedean Copulas
Idir Arab, Milto Hadjikyriakou, Paulo Eduardo Oliveira
We study stochastic ordering of system lifetimes with dependent and heterogeneous components whose marginal distributions are obtained through transformations of a common baseline.…
Stochastic orders and shape properties for a new distorted proportional odds model
Idir Arab, Milto Hadjikyriakou, Paulo Eduardo Oliveira
Building on recent developments in models focused on the shape properties of odds ratios, this paper introduces two new models that expand the class of available distributions whil…
Maximal inequalities and convergence results on multidimensionally indexed demimartingales
Milto Hadjikyriakou, B. L. S. Prakasa Rao
We obtain some maximal probability and moment inequalities for multidimensionally indexed demimartingales. Although the class of single-indexed demimartingales has been studied ext…
Convergence for weighted sums of Luroth type random variables
Rita Giuliano, Milto Hadjikyriakou
In this work we prove an asymptotic result, that under some conditions on the involved distribution functions, is valid for any Oppenheim expansion, extending a classical result pr…
On exact laws of large numbers for Oppenheim expansions with infinite mean
Rita Giuliano, Milto Hadjikyriakou
In this work we investigate the asymptotic behaviour of weighted partial sums of a particular class of random variables related to Oppenheim series expansions. More precisely, we v…
Non-comparability with respect to the convex transform order with applications
Idir Arab, Milto Hadjikyriakou, Paulo Eduardo Oliveira
In the literature of stochastic orders, one rarely finds results that can be considered as criteria for the non-comparability of random variables. In this paper, we provide results…