3 papers
math.PR2026
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.…
math.PR2025
Doob-type optional sampling theorems for demimartingales with applications to associated sequences
Milto Hadjikyriakou, B. L. S Prakasa Rao
We establish optional sampling inequalities for demimartingales and demisubmartingales under suitable monotonicity assumptions on the stopping rule. First, we establish comparison…
math.ST2025
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…