4,286 research outputs found
On stochastic comparisons of largest order statistics in the scale model
Let be
independent nonnegative random variables with , , where , and is an
absolutely continuous distribution. It is shown that, under some conditions,
one largest order statistic is smaller than another one
according to likelihood ratio ordering. Furthermore, we
apply these results when is a generalized gamma distribution which includes
Weibull, gamma and exponential random variables as special cases
Analytic Expressions for Stochastic Distances Between Relaxed Complex Wishart Distributions
The scaled complex Wishart distribution is a widely used model for multilook
full polarimetric SAR data whose adequacy has been attested in the literature.
Classification, segmentation, and image analysis techniques which depend on
this model have been devised, and many of them employ some type of
dissimilarity measure. In this paper we derive analytic expressions for four
stochastic distances between relaxed scaled complex Wishart distributions in
their most general form and in important particular cases. Using these
distances, inequalities are obtained which lead to new ways of deriving the
Bartlett and revised Wishart distances. The expressiveness of the four analytic
distances is assessed with respect to the variation of parameters. Such
distances are then used for deriving new tests statistics, which are proved to
have asymptotic chi-square distribution. Adopting the test size as a comparison
criterion, a sensitivity study is performed by means of Monte Carlo experiments
suggesting that the Bhattacharyya statistic outperforms all the others. The
power of the tests is also assessed. Applications to actual data illustrate the
discrimination and homogeneity identification capabilities of these distances.Comment: Accepted for publication in the IEEE Transactions on Geoscience and
Remote Sensing journa
The Lorenz curve in economics and econometrics
This paper surveys selected applications of the Lorenz curve and related stochastic orders in economics and econometrics, with a bias towards problems in statistical distribution theory. These include characterizations of income distributions in terms of families of inequality measures, Lorenz ordering of multiparameter distributions in terms of their parameters, probability inequalities for distributions of quadratic forms, and Condorcet jury theorems.Lorenz curve, Lorenz order, majorization, income distribution, income inequality, statistical distributions, characterizations, Condorcet jury theorem.
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