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Your search keyword '"Maochao Xu"' showing total 7 results
Start Over "Maochao Xu" Journal journal of applied probability
7 results on '"Maochao Xu"'

1. Some Inequalities of Linear Combinations of Independent Random Variables. I

Author

Taizhong Hu and Maochao Xu

Subjects
Statistics and Probability, Independent and identically distributed random variables, Exchangeable random variables, General Mathematics, media_common.quotation_subject, peakedness order, 01 natural sciences, Stochastic ordering, Combinatorics, 010104 statistics & probability, Probability theory, 0502 economics and business, Applied mathematics, 0101 mathematics, Linear combination, 050205 econometrics, Mathematics, media_common, Pairwise independence, stochastic order, Variables, Likelihood ratio order, 05 social sciences, Sum of normally distributed random variables, majorization, 60E15, Statistics, Probability and Uncertainty
Abstract

In this paper we provide some sufficient conditions to stochastically compare linear combinations of independent random variables. The main results extend those given in Proschan (1965), Ma (1998), Zhao et al. (2011), and Yu (2011). In particular, we propose a new sufficient condition to compare the peakedness of linear combinations of independent random variables which may have heavy-tailed properties.

Published
2011

2. Comparisons of Parallel Systems According to the Convex Transform Order

Author

Subhash Kochar and Maochao Xu

Subjects
Statistics and Probability, 010104 statistics & probability, General Mathematics, 010102 general mathematics, 0101 mathematics, Statistics, Probability and Uncertainty, 01 natural sciences
Abstract

A parallel system with heterogeneous exponential component lifetimes is shown to be more skewed (according to the convex transform order) than the system with independent and identically distributed exponential components. As a consequence, equivalent conditions for comparing the variabilities of the largest order statistics from heterogeneous and homogeneous exponential samples in the sense of the dispersive order and the right-spread order are established. A sufficient condition is also given for the proportional hazard rate model.

Published
2009

3. Comparisons of Parallel Systems According to the Convex Transform Order

Author

Maochao Xu and Subhash C. Kochar

Subjects
Statistics and Probability, Independent and identically distributed random variables, Exponential distribution, Component (thermodynamics), General Mathematics, 010102 general mathematics, Order statistic, Regular polygon, 01 natural sciences, Exponential function, 010104 statistics & probability, Probability theory, Skewness, Statistics, Applied mathematics, 0101 mathematics, Statistics, Probability and Uncertainty, Mathematics
Abstract

A parallel system with heterogeneous exponential component lifetimes is shown to be more skewed (according to the convex transform order) than the system with independent and identically distributed exponential components. As a consequence, equivalent conditions for comparing the variabilities of the largest order statistics from heterogeneous and homogeneous exponential samples in the sense of the dispersive order and the right-spread order are established. A sufficient condition is also given for the proportional hazard rate model.

Published
2009

4. SOME INEQUALITIES OF LINEAR COMBINATIONS OF INDEPENDENT RANDOM VARIABLES. I.

Author

Maochao Xu and Taizhong Hu

Subjects
MATHEMATICAL inequalities, MATHEMATICAL combinations, INDEPENDENCE (Mathematics), RANDOM variables, LINEAR systems, STOCHASTIC orders
Abstract

In this paper we provide some sufficient conditions to stochastically compare linear combinations of independent random variables. The main results extend those given in Proschan (1965), Ma (1998), Zhao et al. (2011), and Yu (2011). In particular, we propose a new sufficient condition to compare the peakedness of linear combinations of independent random variables which may have heavy-tailed properties. [ABSTRACT FROM AUTHOR]

Published
2011
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5. ON THE CONVOLUTION OF HETEROGENEOUS BERNOULLI RANDOM VARIABLES.

Author

MAOCHAO XU and BALAKRISHNAN, N.

Subjects
RANDOM variables, MATHEMATICAL sequences, MATHEMATICAL convolutions, DISTRIBUTION (Probability theory), MATHEMATICAL transformations, MATHEMATICAL analysis, NUMERICAL analysis
Abstract

In this paper, some ordering properties of convolutions of heterogeneous Bernoulli random variables are discussed. It is shown that, under some suitable conditions, the likelihood ratio order and the reversed hazard rate order hold between convolutions of two heterogeneous Bernoulli sequences. The results established here extend and strengthen the previous results of Pledger and Proschan (1971) and Boland, Singh and Cukic (2002). [ABSTRACT FROM AUTHOR]

Published
2011
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6. COMPARISONS OF PARALLEL SYSTEMS ACCORDING TO THE CONVEX TRANSFORM ORDER.

Author

Kochar, Sub Hash and Maochao Xu

Subjects
NONPARAMETRIC statistics, CONVEX surfaces, CONVEX functions, DISTRIBUTION (Probability theory), MATHEMATICAL statistics
Abstract

A parallel system with heterogeneous exponential component lifetimes is shown to be more skewed (according to the convex transform order) than the system with independent and identically distributed exponential components. As a consequence, equivalent conditions for comparing the variabilities of the largest order statistics from heterogeneous and homogeneous exponential samples in the sense of the dispersive order and the right- spread order are established. A sufficient condition is also given for the proportional hazard rate model. [ABSTRACT FROM AUTHOR]

Published
2009
Full Text
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