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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.PR2024
Convex combinations of random variables stochastically dominate the parent for a new class of heavy-tailed distributions
Idir Arab, Tommaso Lando, Paulo Eduardo Oliveira
Stochastic dominance of a random variable by a convex combination of its independent copies has recently been shown to hold within the relatively narrow class of distributions with…