In a wide subclass of generalized order statistics, representations of marginal density and distribution functions are developed. The results are applied to obtain several relations, such as recurrence relations, and explicit expressions for the moments of generalized order statistics from Pareto, power function and Weibull distributions. Moreover, characterizations of exponential distributions...

An original approach to multi-objective optimization is introduced, using a message-passing algorithm to sample the Pareto set, i.e. the set of Pareto-nondominated solutions. Several heuristics are proposed and tested on a simple biobjective 3-SAT problem. The first one is based on a straightforward deformation of the Survey-Propagation (SP) equation to locally encode a Pareto trade-off. A simp...

A Pareto distribution has the property that any tail of the distribution has the same shape as the original distribution. The exponential distribution and the uniform distribution have the tail property too. The tail property characterizes the univariate generalized Pareto distributions. There are three classes of univariate GPDs: Pareto distributions, power laws, and the exponential distributi...

In this paper we introduce and study enhanced notions of relative Pareto minimizers to constrained multiobjective problems that are defined via several kinds of relative interiors of ordering cones and occupy intermediate positions between the classical notions of Pareto and weak Pareto efficiency/minimality. Using advanced tools of variational analysis and generalized differentiation, we estab...

An analysis based on the L-moments theory suggests of adopting the generalized Pareto distribution to interpret daily rainfall depths recorded by the rain-gauge network of the Hydrological Survey of the Sardinia Region. Nevertheless, a big problem, not yet completely resolved, arises in the estimation of a left-censoring threshold able to assure a good fitting of rainfall data with the generali...