2021/03/01 by Shovan Chowdhury, Chowdhury, Shovan, Amarjit Kundu +3
Computer Science · Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Bayesian Methods and Mixture Models #FOS: Mathematics #Financial Risk and Volatility Modeling #Probabilistic and Robust Engineering Design #Statistical Distribution Estimation and Applications #Statistics Theory (math.ST)
paper · pdf · doi:10.48550/arxiv.2103.00763
openalex publication_date 2021/03/01 · openalex created_date 2022/07/25 · openalex updated_date 2026/07/28
In this paper, we compare extreme order statistics through vector\nmajorization arising from heterogeneous Poisson and geometric random variables.\nThese comparisons are carried out with respect to usual stochastic ordering.\n