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math.PR2019
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…
math.PR2019
On a conjecture about the comparability of parallel systems with respect to convex transform order
Idir Arab, Milto Hadjikyriakou, Paulo Eduardo Oliveira
In this paper we prove that two heterogeneous parallel systems with independent exponentially distributed components are comparable via the star transform order while the compariso…
math.PR2017
Asymptotic results for certain weak dependent random variables
Idir Arab, Paulo Eduardo Oliveira
We consider a special class of weak dependent random variables with control on covariances of Lipschitz transformations. This class includes, but is not limited to, positively, neg…