Stochastic Orders for Spacings of Heterogeneous Exponential Random Variables

Ranking Fuzzy Random Variables Based on New Fuzzy Stochastic Orders

The stochastic ordering of random variables is extended to the cases where the available data are imprecise quantities, rather than crisp. To do this, using some elements of fuzzy set theory, we suggest the fuzzy reversed hazard rate and fuzzy mean inactivity time functions and apply them to construct some new fuzzy stochastic orders for ranking fuzzy random variables. In addition, we study the...

Stochastic Properties of Spacings in a Single-Outlier Exponential Model

Ranking fuzzy sets and fuzzy random variables by means of stochastic orders

This paper establishes a theory of decision making under uncertainty with fuzzy utilities. The extension of expected utility and stochastic dominance to the comparison of sets of random variables plays a crucial role. Their properties as fuzzy rankings are studied, and their definitions are further generalized to the comparison of fuzzy random variables. Also, a connection between expected util...

Wavelets for Nonparametric Stochastic Regression with Pairwise Negative Quadrant Dependent Random Variables

We propose a wavelet based stochastic regression function estimator for the estimation of the regression function for a sequence of pairwise negative quadrant dependent random variables with a common one-dimensional probability density function. Some asymptotic properties of the proposed estimator are investigated. It is found that the estimators have similar properties to their counterparts st...

Random Variables and Stochastic Processes