1 citations · 1 across the 10 of their papers we have counts for
10 papers
A Probabilistic Sign Rule for Quotients of Positive Series and Integral Transforms
Zakaria Derbazi
This paper develops a probabilistic sign rule for quotients of functions represented by positive series or integrals. For a function in this class, normalising the summand function…
Kernel Characterisations of Stochastic Orders Within Parametric Density Families
Zakaria Derbazi
We develop kernel criteria for the likelihood-ratio, hazard-rate, usual stochastic, and relative log-concavity orders in parametric families of univariate probability laws with den…
Stochastic Ordering under Weaker Likelihood-Ratio Shape Conditions
Z. Derbazi
We show that the shape hypothesis on a likelihood ratio can be weakened while retaining endpoint criteria for the hazard-rate and usual stochastic orders. The endpoint reduction pe…
On Preserving or Reversing Higher-Order Unimodality and Convexity by Sign-Regular Kernels
Zakaria Derbazi
This work investigates preserving and reversing unimodality and convexity properties for sequences under transformations defined by sign-regular kernels. It is shown that these tra…
On a connection between total positivity and Bernoulli stopping problems
Zakaria Derbazi
Consider a discrete-time optimal selection problem where one observes a sequence of independent Bernoulli trials and receives a nonnegative reward upon stopping on a success. The a…
An Optimal Selection Problem Associated with the Poisson Process
Zakaria Derbazi
Cowan and Zabczyk (1978) introduced a continuous-time generalisation of the secretary problem, where offers arrive at epochs of a homogeneous Poisson process. We expand their work…
Sum the Probabilities to and Stop
Zakaria Derbazi
This work investigates the optimal selection of the th last success in a sequence of independent Bernoulli trials. We propose a threshold strategy that is -opti…
Records in the Infinite Occupancy Scheme
Zakaria Derbazi, Alexander Gnedin, Alexander Marynych
We consider the classic infinite occupancy scheme, where balls are thrown in boxes independently, with probability of hitting box . Each time a box receives its first ball…
The Last-Success Stopping Problem with Random Observation Times
Alexander Gnedin, Zakaria Derbazi
Suppose independent Bernoulli trials are observed sequentially at random times of a mixed binomial process. The task is to maximise, by using a nonanticipating stopping strateg…
Trapping the Ultimate Success
Alexander Gnedin, Zakaria Derbazi
We introduce a betting game, where the gambler aims to guess the last success epoch from past observed data. The player may bet on the event that no further successes occur, or cho…